Threshold Models for Integer-Valued Time Series with Infinite or Finite Range

DOI10.1007/978-3-319-13881-7_36zbMath1351.62170OpenAlexW233732681MaRDI QIDQ2833384

Tobias A. Möller, Christian H. Weiß

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_36

zbMATH Keywords

threshold modelsfinite rangeinteger-valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

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