On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
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Cites work
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Cited in
(4)- Bayesian analysis for a threshold double autoregressive model with explanatory variables
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Quantile regression estimation for self-exciting threshold integer-valued autoregressive process
- A new binomial AR(1) process with dependent counting series driven by explanatory variables
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