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Statistical inference for self-exciting threshold INAR processes with missing values - MaRDI portal

Statistical inference for self-exciting threshold INAR processes with missing values (Q6084121)

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scientific article; zbMATH DE number 7758093
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Statistical inference for self-exciting threshold INAR processes with missing values
scientific article; zbMATH DE number 7758093

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    Statistical inference for self-exciting threshold INAR processes with missing values (English)
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    31 October 2023
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    SETINAR process
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    integer-valued threshold models
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    missing data
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    imputation
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