Self-exciting threshold binomial autoregressive processes

Bivariate binomial autoregressive models

(2014) Manuel G. Scotto et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Self-Excited Threshold Poisson Autoregression

(2014) Chao Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Integer-Valued Moving Average Models with Structural Changes

(2014) Kaizhi Yu et al.   MATHEMATICAL PROBLEMS IN ENGINEERING

Diagnosing and modeling extra-binomial variation for time-dependent counts

(2013) Christian H. Weiß et al.   APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY

BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING

(2013) Christian H. Weiß et al.   JOURNAL OF TIME SERIES ANALYSIS

A review of threshold time series models in finance

(2013) Cathy W. S. Chen et al.   Statistics and Its Interface

Threshold autoregression in economics

(2013) Bruce E. Hansen   Statistics and Its Interface

Threshold models in time series analysis — 30 years on

(2013) Howell Tong   Statistics and Its Interface

Integer-Valued Self-Exciting Threshold Autoregressive Processes

(2012) Magda Monteiro et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Parameter estimation for binomial AR(1) models with applications in finance and industry

(2012) Christian H. Weiß et al.   STATISTICAL PAPERS

A New Class of Autoregressive Models for Time Series of Binomial Counts

(2009) Christian H. Weiß   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS