Name
Title | ||
|---|---|---|
Estimation And Testing For The Integer-Valued Threshold Autoregressive Models Based On Negative Binomial Thinning |
Abstract | ||
|---|---|---|
To better describe the characteristics of time series of counts such as overdispersion or structural change, in this paper, we redefines the integer-valued threshold autoregressive models based on negative binomial thinning (NBTINAR(1)) under a weaker condition that the expectation of the innovations is finite. Parameters' point estimation and interval estimation problems are considered. A method to test the nonlinearity of the data is provided. As an illustration, we conduct a simulation study and empirical analysis of Pittsburgh crime data sets. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1080/03610918.2019.1586929 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | DocType | Volume |
Threshold autoregressive processes, Change point autoregressive processes, Negative binomial thinning, Empirical likelihood, Nonlinearity test | Journal | 50 |
Issue | ISSN | Citations |
6 | 0361-0918 | 0 |
PageRank | References | Authors |
0.34 | 2 | 5 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xiaohong Wang | 1 | 0 | 0.68 |
| Xiaohong Wang | 2 | 0 | 0.68 |
| yang | 3 | 15 | 7.73 |
| Kai Yang | 4 | 0 | 0.34 |
| Da Xu | 5 | 0 | 0.34 |