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High-Order Self-excited Threshold Integer-Valued Autoregressive Model: Estimation and Testing

Kai Yang, Ang Li, Han Li, Xiaogang Dong

2023Communications in Mathematics and Statistics16 citationsDOI

Topics & Concepts

Autoregressive modelInteger (computer science)EstimatorApplied mathematicsMathematicsSeries (stratigraphy)Threshold modelStatisticsAlgorithmComputer sciencePaleontologyBiologyProgramming languageStatistical Distribution Estimation and ApplicationsFinancial Risk and Volatility ModelingStatistical Methods and Inference
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