Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7545628
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning |
scientific article; zbMATH DE number 7545628 |
Statements
Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (English)
0 references
21 June 2022
0 references
threshold autoregressive processes
0 references
change point autoregressive processes
0 references
negative binomial thinning
0 references
empirical likelihood
0 references
nonlinearity test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8790832757949829
0 references
0.8748505115509033
0 references
0.8423963189125061
0 references
0.8132287859916687
0 references
0.8131887316703796
0 references
