Statistical Inference for Periodic Self-Exciting Threshold Integer-Valued Autoregressive Processes
نویسندگان
چکیده
منابع مشابه
Stationary solutions for integer-valued autoregressive processes
The purpose of this paper is to introduce and develop a family of Z+-valued autoregressive processes of order p (INAR(p)) by using the generalized multiplication F of van Harn and Steutel (1982). We obtain various distributional and regression properties for these models. A number of stationary INAR(p) processes with specific marginals are presented and are shown to generalize several existing ...
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ژورنال
عنوان ژورنال: Entropy
سال: 2021
ISSN: 1099-4300
DOI: 10.3390/e23060765