A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan

DOI10.1093/BIOMET/ASM006MaRDI QIDQ3512682zbMATH OpenOpenAlexWikidataFDO

Authors Noelle I. Samia, Kung-Sik Chan, Nils Chr. Stenseth

Publication date 21 July 2008

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asm006

zbMATH Keywords

binomial distributiondelayepizootic eventexponential familyplague outbreakstochastic regression

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Cited in

(8)

• Self-exciting threshold binomial autoregressive processes
• Double generalized threshold models with constraint on the dispersion by the mean
• Generalized threshold latent variable model
• Maximum likelihood estimation of a generalized threshold stochastic regression model
• On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
• Order selection in nonlinear time series models with application to the study of cell memory
• Threshold models in time series analysis -- some reflections
• Regularized Bayesian estimation of generalized threshold regression models

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