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 21:645–650, 1985. doi:10.1111/j.1752-1688.1985. tb05379.x). Basic probabilistic and statistical properties of this...

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Bibliographic Details
Main Author: Möller, Tobias (author)
Other Authors: Silva, M. Eduarda (author), Weiss, Christian (author), Scotto, Manuel González (author), Pereira, Isabel (author)
Format: article
Language:eng
Published: 2018
Subjects:
Thinning operation
Threshold models
Binomial models
Count processes
Online Access:http://hdl.handle.net/10773/16182
Country:Portugal
Oai:oai:ria.ua.pt:10773/16182

Internet

http://hdl.handle.net/10773/16182

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