Integer-Valued Self-Exciting Threshold Autoregressive Processes

DOI10.1080/03610926.2011.556292zbMath1270.62122MaRDI QIDQ2920072

Isabel M. S. Pereira, Magda Monteiro, Manuel G. Scotto

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10773/9303

zbMATH Keywords

threshold models; binomial thinning; count processes

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F10: Point estimation

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