Hysteretic Poisson INGARCH model for integer-valued time series (Q5142183)
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scientific article; zbMATH DE number 7289490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hysteretic Poisson INGARCH model for integer-valued time series |
scientific article; zbMATH DE number 7289490 |
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Hysteretic Poisson INGARCH model for integer-valued time series (English)
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30 December 2020
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time series of counts
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Poisson INGARCH model
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hysteresis
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threshold Poisson INGARCH model
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over-dispersion
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Markov chain Monte Carlo
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