On MCMC sampling in self-exciting integer-valued threshold time series models
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Publication:2076110
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Cites work
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- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
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Cited in
(27)- A novel multivariable grey prediction model with different accumulation orders and performance comparison
- Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
- On bivariate threshold Poisson integer-valued autoregressive processes
- Bayesian inference for a mixture double autoregressive model
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- First-order binomial autoregressive processes with Markov-switching coefficients
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- Observation-driven random coefficient threshold INAR models for count time series
- Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
- On bivariate self-exciting hysteretic integer-valued autoregressive processes
- INAR(1) process with weighted negative binomial Lindley distributed innovations and applications to criminal and COVID-19 data
- A novel double-banded-threshold mixture autoregressive model
- Bayesian estimation of first-order integer generalized autoregressive models based on the negative binomial thinning operator
- A first-order random coefficient mixed-thinning threshold integer-valued autoregressive model to analyze the COVID-19 data
- BRC-GARCH-X model: the empirical evidence in stock returns
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Multivariate threshold integer-valued autoregressive processes with explanatory variables
- High-order self-excited threshold integer-valued autoregressive model: estimation and testing
- Quantile regression estimation for self-exciting threshold integer-valued autoregressive process
- A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning
- An MCMC algorithm for bounded count time series hysteretic models with an application to disease infection
- A class of mixed thinning threshold integer-valued autoregressive model for the COVID-19 data
- A full bivariate threshold INAR(1) process
- Poisson Bilal INARCH(1) process
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