Threshold negative binomial autoregressive model (Q4613925)
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scientific article; zbMATH DE number 7007005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold negative binomial autoregressive model |
scientific article; zbMATH DE number 7007005 |
Statements
Threshold negative binomial autoregressive model (English)
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28 January 2019
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INGARCH
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negative binomial
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quasi-likelihood inference
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threshold model
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time series of counts
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weak dependence
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