Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning

Wang, XH; Wang, DH; Yang, K; Xu, D

Yang, K (corresponding author), Changchun Univ Technol, Sch Math & Stat, Changchun 130012, Jilin, Peoples R China.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021; 50 (6): 1622

Abstract

To better describe the characteristics of time series of counts such as overdispersion or structural change, in this paper, we redefines the integer-v......

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