An integer-valued threshold autoregressive process based on negative binomial thinning

By Kai Yang, Dehui Wang, Boting Jia, Han Li. 2018

57 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/cbf94880428769322f1c638922c6a8ef1828f4f3