Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
Mingyu Sun, Kai Yang, Ang Li
Topics & Concepts
Autoregressive modelMathematicsEstimatorDivergence (linguistics)Applied mathematicsStatisticsInteger (computer science)Computer scienceLinguisticsProgramming languagePhilosophyStatistical Methods and InferenceControl Systems and IdentificationAdvanced Statistical Methods and Models