Self-exciting threshold binomial autoregressive processes
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Publication:1622084
DOI10.1007/s10182-015-0264-6zbMath1443.62280OpenAlexW2235845075MaRDI QIDQ1622084
Tobias A. Möller, Christian H. Weiß, Maria Eduarda Silva, Manuel G. Scotto, Isabel M. S. Pereira
Publication date: 12 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://repositorio-aberto.up.pt/handle/10216/88556
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)
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Uses Software
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