Parameter estimation for a threshold Poisson log-linear autoregressive model

DOI10.13413/J.CNKI.JDXBLXB.2016.02.17zbMATH Open1349.62439MaRDI QIDQ2990564FDOQ2990564

Authors: Xuli Zhang, Kai Yang, Dehui Wang 

Publication date: 10 August 2016

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• scientific article; zbMATH DE number 1984179

zbMATH Keywords

maximum likelihood estimationPoisson autoregressioninteger-valued GARCH model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (5)

• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
• A parametric model for discrete-valued time series
• On bivariate threshold Poisson integer-valued autoregressive processes
• Title not available (Why is that?)
• Maximum likelihood estimation of a generalized threshold stochastic regression model

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