An integer-valued threshold autoregressive process based on negative binomial thinning

DOI10.1007/s00362-016-0808-1zbMath1415.62068OpenAlexW2478692615MaRDI QIDQ1785821

Kai Yang, Han Li, Boting Jia, De-Hui Wang

Publication date: 1 October 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0808-1

zbMATH Keywords

estimationconditional maximum likelihoodnegative binomial thinninginteger-valued threshold modelsconditional least squaremin-min algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Applications of statistics to physics (62P35)

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Uses Software

• R

Cites Work

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