Threshold negative binomial autoregressive model

DOI10.1080/02331888.2018.1546307zbMath1414.62374OpenAlexW2901077857MaRDI QIDQ4613925

Fukang Zhu, Qi Li, Mengya Liu

Publication date: 28 January 2019

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2018.1546307

zbMATH Keywords

threshold modelweak dependencetime series of countsnegative binomialquasi-likelihood inferenceINGARCH

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12)

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Uses Software

• R

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