Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
Kai Yang, Han Li, Dehui Wang, Chenhui Zhang
Topics & Concepts
Autoregressive modelMathematicsEstimatorStatisticsEconometricsLogistic regressionCovariateInteger (computer science)Applied mathematicsComputer scienceProgramming languageStatistical Methods and InferenceBayesian Methods and Mixture ModelsFinancial Risk and Volatility Modeling