Statistical Inference for Periodic Self-Exciting Threshold Integer-Valued Autoregressive Processes

This paper considers the periodic self-exciting threshold integer-valued autoregressive processes under a weaker condition in which the second moment is finite instead of the innovation distribution being given. The basic statistical properties of the model are discussed, the quasi-likelihood infere...

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Detalles Bibliográficos
Autores principales: Liu, Congmin, Cheng, Jianhua, Wang, Dehui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8234043/
https://www.ncbi.nlm.nih.gov/pubmed/34204491
http://dx.doi.org/10.3390/e23060765

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8234043/
https://www.ncbi.nlm.nih.gov/pubmed/34204491
http://dx.doi.org/10.3390/e23060765

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