On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes-Reference-Cited by-同舟云学术

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On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes

Published:2023-07-17 Issue: Volume: Page:1-19
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Yang Kai¹,Li Ang¹,Yu Xinyang¹,Dong Xiaogang¹^ORCID

Affiliation:

1. School of Mathematics and Statistics, Changchun University of Technology, Changchun, People's Republic of China

Funder

National Natural Science Foundation of China

Natural Science Foundation of Jilin Province

Postdoctoral Foundation of Jilin Province

Scientific Research Project of Jilin Provincial Department of Education

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2023.2237159

Reference47 articles.

1. Bayesian causality test for integer-valued time series models with applications to climate and crime data

2. Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

3. Poisson Autoregression

4. Mean targeting estimator for the integer-valued GARCH(1, 1) model

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Randomness Test of Thinning Parameters for the NBRCINAR(1) Process;Axioms;2024-04-14

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