Self-excited hysteretic negative binomial autoregression
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Publication:2218622
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Cites work
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- scientific article; zbMATH DE number 976356 (Why is no real title available?)
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- On weak dependence conditions for Poisson autoregressions
- Poisson autoregression
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- Quasi-likelihood inference for negative binomial time series models
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- Self-excited threshold Poisson autoregression
- Threshold negative binomial autoregressive model
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Cited in
(18)- Self-exciting threshold binomial autoregressive processes
- Integer-valued bilinear model with dependent counting series
- A class of max-INAR(1) processes with explanatory variables
- On bivariate threshold Poisson integer-valued autoregressive processes
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
- Self-exciting hysteretic binomial autoregressive processes
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- On bivariate self-exciting hysteretic integer-valued autoregressive processes
- Self-excited threshold Poisson autoregressive model with covariables
- Threshold integer-valued autoregressive model with serially dependent innovation
- BRC-GARCH-X model: the empirical evidence in stock returns
- Multivariate threshold integer-valued autoregressive processes with explanatory variables
- High-order self-excited threshold integer-valued autoregressive model: estimation and testing
- A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
- A new time-varying-threshold integer-valued autoregressive model
- Self-excited hysteretic integer-valued autoregressive processes
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