Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts (Q6497068)

scientific article; zbMATH DE number 7842734

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English	Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts	scientific article; zbMATH DE number 7842734

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Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts (English)

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6 May 2024

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cites work

First-order random coefficients integer-valued threshold autoregressive processes

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Threshold autoregression analysis for finite-range time series of counts with an application on measles data

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Self-excited hysteretic negative binomial autoregression

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A non-stationary integer-valued autoregressive model

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A skew INAR(1) process on \(\mathbb {Z}\)

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First-order rounded integer-valued autoregressive (RINAR(1)) process

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Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model

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Integer-Valued Self-Exciting Threshold Autoregressive Processes

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Self-exciting threshold binomial autoregressive processes

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Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts

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Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes

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Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

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Generalized Poisson integer-valued autoregressive processes with structural changes

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Asymptotic behavior of unstable INAR(\(p\)) processes

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Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

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Q3059475

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On the least squares estimation of multiple-regime threshold autoregressive models

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Testing and Modeling Threshold Autoregressive Processes

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Integer autoregressive models with structural breaks

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MCMC for Integer-Valued ARMA processes

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True integer value time series

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Estimating the dimension of a model

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Tuning parameter selectors for the smoothly clipped absolute deviation method

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Bayesian empirical likelihood inference and order shrinkage for autoregressive models

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Regularized estimation in GINAR(\(p\)) process

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Useful models for time series of counts or simply wrong ones?

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Q3292891

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Q3911791

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Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes

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Q4044015

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Identifiers

DOI

10.1080/02331888.2024.2328594

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Mathematics Subject Classification ID

62-XX

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zbMATH DE Number

7842734

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Sitelinks

Mathematics(1 entry)

mardi Publication:6497068