Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
type: Item
instance of: scholarly article
title: Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
zbMATH Open document ID: 1417.62251
author: Han Li
author: Kai Yang
author: Dehui Wang
published in: Computational Statistics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 6835519
zbMATH Keywords: SETINAR process
zbMATH Keywords: integer-valued threshold models
zbMATH Keywords: confidence region
MaRDI profile type: Publication
full work available at URL: s00180-017-0748-9
OpenAlex ID: W2731278514
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DOI: 10.1007/S00180-017-0748-9
description: scientific article; zbMATH DE number 6835519