Parameter estimation for a threshold Poisson log-linear autoregressive model

DOI10.13413/J.CNKI.JDXBLXB.2016.02.17MaRDI QIDQ2990564zbMATH OpenFDO

Authors Xuli Zhang, Kai Yang, Dehui Wang

Publication date 10 August 2016

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)

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• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
• On bivariate threshold Poisson integer-valued autoregressive processes

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