A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
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Cites work
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- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
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- First-order random coefficient integer-valued autoregressive processes
- First-order random coefficients integer-valued threshold autoregressive processes
- Generalized Poisson autoregressive models for time series of counts
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- On MCMC sampling in self-exciting integer-valued threshold time series models
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- On conditional least squares estimation for stochastic processes
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- Self-excited threshold Poisson autoregression
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- Useful models for time series of counts or simply wrong ones?
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