Smooth-transition autoregressive models for time series of bounded counts
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DOI: 10.1080/15326349.2021.1945934
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 ... read more here.
Keywords: smooth transition; transition autoregressive; time series; bounded counts ... See more keywords