Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
Author:
Funder
National Natural Science Foundation of China
Natural Science Foundation
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation
Reference35 articles.
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5. The integer-valued autoregressive (INAR(p)) model;Du;J. Time Ser. Anal.,1991
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