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Self-excited hysteretic negative binomial autoregression - MaRDI portal

Self-excited hysteretic negative binomial autoregression (Q2218622)

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Self-excited hysteretic negative binomial autoregression
scientific article

    Statements

    title
    Self-excited hysteretic negative binomial autoregression (English)
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    author
    Mengya Liu
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    Qi Li
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    Fukang Zhu
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    publication date
    15 January 2021
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    zbMATH Keywords
    hysteretic autoregression
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    negative binomial
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    threshold model
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    time series of counts
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    cites work
    Q4331760
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    Poisson Autoregression
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    Q3999154
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    Q3928091
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    Identifiers

    zbMATH DE Number
    7297212
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    OpenAlex ID
    W2998292166
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