Self-exciting threshold binomial autoregressive processes
We introduce a new class of integer-valued self-exciting threshold models, which is based on the binomial autoregressive model of order one as introduced by McKenzie (Water Resour Bull 21:645â 650, 1985. doi:10.1111/j.1752-1688.1985.tb05379.x). Basic probabilistic and statistical properties of this...
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| Other Authors: | , , , |
| Format: | article |
| Language: | eng |
| Published: |
2016
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| Online Access: | https://hdl.handle.net/10216/88556 |
| Country: | Portugal |
| Oai: | oai:repositorio-aberto.up.pt:10216/88556 |