A threshold mixed count time series model: estimation and application

DOI10.1515/snde-2018-0029OpenAlexW2923540351WikidataQ110446176 ScholiaQ110446176MaRDI QIDQ2697080

A. R. Tremayne, Chrismin Tang, Vance L. Martin, Mardi Dungey

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2018-0029

zbMATH Keywords

thresholdbanking crisesefficient method of momentsbinomial thinningcount time series

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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