Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636)
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scientific article; zbMATH DE number 7545628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning |
scientific article; zbMATH DE number 7545628 |
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Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (English)
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21 June 2022
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threshold autoregressive processes
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change point autoregressive processes
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negative binomial thinning
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empirical likelihood
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nonlinearity test
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