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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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85033444443&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57173 |
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| Institution: | Chiang Mai University |
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