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The binomial smooth-transition autoregressive (BSTAR) model is proposed as a non-linear model for time series of bounded counts. The BSTAR(1) model enhances the first-order binomial autoregressive ... Click to show full abstract
The binomial smooth-transition autoregressive (BSTAR) model is proposed as a non-linear model for time series of bounded counts. The BSTAR(1) model enhances the first-order binomial autoregressive ...
Keywords:
smooth transition;
transition autoregressive;
time series;
bounded counts;
series bounded
Journal Title: Stochastic Models
Year Published: 2021
Link to full text (if available)
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Journal Title: Stochastic Models
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!