Self-exciting threshold models for time series of counts with a finite range

Stochastic Models ◽

10.1080/15326349.2015.1085319 ◽

2015 ◽

Vol 32 (1) ◽

pp. 77-98 ◽

Author(s):

Tobias A. Möller

Keyword(s):

Time Series ◽

Threshold Models ◽

Finite Range ◽

Time Series Of Counts

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Threshold Models for Integer-Valued Time Series with Infinite or Finite Range

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_36 ◽

2015 ◽

pp. 327-334 ◽

Author(s):

Tobias Möller ◽

Christian H. Weiß

Keyword(s):

Time Series ◽

Threshold Models ◽

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Threshold autoregression analysis for finite-range time series of counts with an application on measles data

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2017.1400032 ◽

2017 ◽

Vol 88 (3) ◽

pp. 597-614 ◽

Author(s):

Kai Yang ◽

Dehui Wang ◽

Han Li

Keyword(s):

Time Series ◽

Finite Range ◽

Time Series Of Counts ◽

Threshold Autoregression

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A multinomial autoregressive model for finite-range time series of counts

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2020.01.005 ◽

2020 ◽

Vol 207 ◽

pp. 320-343

Author(s):

Jie Zhang ◽

Dehui Wang ◽

Kai Yang ◽

Yanju Xu

Keyword(s):

Time Series ◽

Autoregressive Model ◽

Finite Range ◽

Time Series Of Counts

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Threshold Models for Time Series of Counts: MRSA as A Case Study

Proceedings of the International Conference on Statistics: Theory and Applications ◽

10.11159/icsta19.03 ◽

2019 ◽

Author(s):

Noelle Samia

Keyword(s):

Time Series ◽

Threshold Models ◽

Time Series Of Counts

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Extreme Overdispersion and Persistence in Time-Series of Counts

SSRN Electronic Journal ◽

10.2139/ssrn.3661266 ◽

2020 ◽

Author(s):

Leopoldo Catania ◽

Eduardo Rossi ◽

Paolo Santucci de Magistris

Keyword(s):

Time Series ◽

Time Series Of Counts

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GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2007.00570.x ◽

2008 ◽

Vol 29 (2) ◽

pp. 402-420 ◽

Author(s):

Taslim S. Mallick ◽

Brajendra C. Sutradhar

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Time Series Of Counts ◽

Stationary Time

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Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts

Applied Mathematical Modelling ◽

10.1016/j.apm.2018.01.003 ◽

2018 ◽

Vol 57 ◽

pp. 226-247 ◽

Author(s):

Kai Yang ◽

Han Li ◽

Dehui Wang

Keyword(s):

Time Series ◽

Nonlinear Time Series ◽

The Self ◽

Autoregressive Processes ◽

Estimation Of Parameters ◽

Time Series Of Counts ◽

Threshold Autoregressive

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A First Approach for Modeling Time Series of Counts

An Introduction to Discrete-Valued Time Series ◽

10.1002/9781119097013.ch2 ◽

2018 ◽

pp. 11-42

Keyword(s):

Time Series ◽

Time Series Of Counts

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Truncated Poisson Regression for Time Series of Counts

Scandinavian Journal of Statistics ◽

10.1111/1467-9469.00260 ◽

2001 ◽

Vol 28 (4) ◽

pp. 645-659 ◽

Author(s):

Konstantinos Fokianos

Keyword(s):

Time Series ◽

Poisson Regression ◽

Time Series Of Counts

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Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach

Science in China Series A Mathematics ◽

10.1007/s11425-009-0061-3 ◽

2009 ◽

Vol 52 (6) ◽

pp. 1085-1106 ◽

Author(s):

Kung-Sik Chan ◽

Howell Tong ◽

Nils Chr Stenseth

Keyword(s):

Time Series ◽

Time Series Data ◽

Series Data ◽

Threshold Models ◽

Block Bootstrap ◽

Short Time Series ◽

Bootstrap Approach ◽

Rodent Populations

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