Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (Q1695434)
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scientific article; zbMATH DE number 6835519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes |
scientific article; zbMATH DE number 6835519 |
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Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes (English)
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7 February 2018
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SETINAR process
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integer-valued threshold models
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confidence region
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