Threshold integer-valued autoregressive model with serially dependent innovation
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DOI: 10.1080/00949655.2024.2404470
Abstract: ABSTRACT Nonlinearity in count time series is commonly encountered in practice. To better explain the nonlinear phenomena in count time series, this article introduces a new threshold INAR(1) model using the idea of serially dependent… read more here.
Keywords: dependent innovation; integer valued; model; serially dependent ... See more keywords