Self-exciting hysteretic binomial autoregressive processes

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DOI10.1007/s00362-023-01444-xMaRDI QIDQ6579373

Kai Yang, Christian H. Weiß, Xiuyue Zhao, Xiaogang Dong

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

parameter estimation integer-valued time series hysteretic autoregressive model binomial autoregression

Mathematics Subject Classification ID

Statistics (62-XX)

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