Concepedia

Self-exciting threshold binomial autoregressive processes

Tobias A. Möller, Maria Eduarda Silva, Christian Weiß, Manuel G. Scotto, Isabel Pereira

AStA Advances in Statistical Analysis · 2015 · 52 citations · 28 references

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References

28

Threshold Autoregression, Limit Cycles and Cyclical Data

H. Tong, K. S. Lim · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1980 · 1.3K citations

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Discrete Analogues of Self-Decomposability and Stability

F. W. Steutel, K. van Harn · The Annals of Probability · 1979 · 866 citations · Full text

, , +10

SOME SIMPLE MODELS FOR DISCRETE VARIATE TIME SERIES<sup>1</sup>

Ed McKenzie · JAWRA Journal of the American Water Resources Association · 1985 · 613 citations

, , +16

Statistical Inference for Markov Processes

Ronald Pyke, Patrick Billingsley · Technometrics · 1963 · 565 citations

, , +14

On Conditional Least Squares Estimation for Stochastic Processes

Lawrence A. Klimko, Paul I. Nelson · The Annals of Statistics · 1978 · 473 citations · Full text

, , +16