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...
| Autor principal: | |
|---|---|
| Outros Autores: | , , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2018
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10773/16182 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/16182 |