Hysteretic Poisson INGARCH model for integer-valued time series

Hysteretic Poisson INGARCH model for integer-valued time series

© 2017, © 2017 SAGE Publications. This study proposes a new model for integer-valued time series—the hysteretic Poisson integer-valued generalized autoregressive conditionally heteroskedastic (INGARCH) model—which has an integrated hysteresis zone in the switching mechanism of the conditional expect...

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書目詳細資料
Main Authors:	Buu Chau Truong, Cathy W.S. Chen, Songsak Sriboonchitta
格式:	雜誌
出版:	2018
主題:	Decision Sciences Mathematics Agricultural and Biological Sciences Arts and Humanities
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85033444443&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43443
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