Integer-Valued Self-Exciting Threshold Autoregressive Processes
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Publication:2920072
DOI10.1080/03610926.2011.556292zbMath1270.62122OpenAlexW2044045490MaRDI QIDQ2920072
Isabel M. S. Pereira, Magda Monteiro, Manuel G. Scotto
Publication date: 23 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10773/9303
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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