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

DOI10.1007/s40304-021-00275-2zbMath1530.62028MaRDI QIDQ6084121

Han Yan, De-Hui Wang

Publication date: 31 October 2023

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

imputationmissing datainteger-valued threshold modelsSETINAR process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Missing data (62D10)

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