Threshold integer-valued autoregressive model with serially dependent innovation
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Cites work
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- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
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Cited in
(4)- Observation-driven random coefficient threshold INAR models for count time series
- High-order self-excited multiple thresholds generalized integer-valued autoregressive model
- A new class of \(\mathbb{Z}\)-valued INAR(1) models with application to mutual fund flows
- Quantile regression estimation for self-exciting threshold integer-valued autoregressive process
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