A mixture integer-valued autoregressive model with a structural break

DOI10.22190/fumi230203007pMaRDI QIDQ6560113

Predrag M. Popović, Milena S. Stojanović, Miroslav M. Ristić

Publication date: 21 June 2024

Published in: Facta Universitatis. Series Mathematics and Informatics (Search for Journal in Brave)

zbMATH Keywords

structural breakbinomial thinningnegative binomial thinninginteger-valued autoregressive modelmixture of INAR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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