A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning

Cites Work

Threshold models in non-linear time series analysis
A review of threshold time series models in finance
Zero-inflated Poisson and negative binomial integer-valued GARCH models
A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
Discrete analogues of self-decomposability and stability
Estimation of the variances in the branching process with immigration
On conditional least squares estimation for stochastic processes
Coherent forecasting for stationary time series of discrete data
Self-exciting threshold binomial autoregressive processes
An integer-valued threshold autoregressive process based on negative binomial thinning
A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
Checking model adequacy for count time series by using Pearson residuals
Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
First-order random coefficients integer-valued threshold autoregressive processes
Nested sub-sample search algorithm for estimation of threshold models
Threshold Models for Integer-Valued Time Series with Infinite or Finite Range
A geometric time series model with dependent Bernoulli counting series
Integer-Valued Self-Exciting Threshold Autoregressive Processes
Self-Excited Threshold Poisson Autoregression
A mixed thinning based geometric INAR(1) model
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
Generalized Poisson integer-valued autoregressive processes with structural changes
A negative binomial thinning‐based bivariate INAR(1) process