First-order binomial autoregressive processes with Markov-switching coefficients

DOI10.1080/00949655.2022.2138884MaRDI QIDQ6074375OpenAlexFDO

Authors Han Yan, Dehui Wang, Zheqi Wang

Publication date 19 September 2023

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2022.2138884

zbMATH Keywords

parameter estimationMarkov-switching modelthinning operatorbinomial autoregressive processes

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS

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