Quantile regression estimation for self-exciting threshold integer-valued autoregressive process

DOI10.12460/J.ISSN.1001-4268.APS.2025.2024045MaRDI QIDQ7227752zbMATH OpenFDO

Authors Chang Liu, Zheqi Wang, Dehui Wang

Publication date 10 April 2026

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12460/J.ISSN.1001-4268.APS.2025.2024045

zbMATH Keywords

quantile regression estimationjittering smoothing techniquenonlinear time series of countsthreshold integer-valued autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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