Self-excited hysteretic integer-valued autoregressive processes
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Cites work
- A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
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- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
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- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
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- On conditional least squares estimation for stochastic processes
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- Self-excited hysteretic negative binomial autoregression
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- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Thinning-based models in the analysis of integer-valued time series: a review
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