Self-exciting threshold models for time series of counts with a finite range (Q2803404)
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scientific article; zbMATH DE number 6577489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-exciting threshold models for time series of counts with a finite range |
scientific article; zbMATH DE number 6577489 |
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Self-exciting threshold models for time series of counts with a finite range (English)
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4 May 2016
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binomial INARCH(1) model
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count data time series
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parameter estimation
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self-exciting threshold
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zero-inflation
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