Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
Author:
Affiliation:
1. School of Mathematics, Jilin University, Changchun, Jilin, China;
2. College of Mathematics, Jilin Normal University, Siping, Jilin, China;
3. School of Mathematics and Statistics, Changchun University of Technology, Changchun, Jilin, China
Funder
Natural Science Foundation of Jilin Province
National Social Science Foundation of China
National Natural Science Foundation of China
Program for Changbaishan Scholars of Jilin Province
Science and Technology Program of Jilin Educational Department during the “13th Five-Year” Plan Period
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1586929
Reference43 articles.
1. FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
2. Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation
3. THRESHOLD VARIABLE SELECTION IN OPEN-LOOP THRESHOLD AUTOREGRESSIVE MODELS
4. On a threshold heteroscedastic model
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