Integer-valued moving average models with structural changes

DOI10.1155/2014/231592zbMath1407.60065OpenAlexW1990330672WikidataQ59064004 ScholiaQ59064004MaRDI QIDQ1717897

Daimin Shi, Hong Zou, Kai Zhi Yu

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/231592

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50)

Related Items

Self-exciting threshold binomial autoregressive processes, Statistical analysis of the non-stationary binomial AR(1) model with change point, Inference for bivariate integer-valued moving average models based on binomial thinning operation

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