{"title":"Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts","authors":"Han Li, Xiaoman Chen, Xiaogang Dong","doi":"10.1080/02331888.2024.2328594","DOIUrl":null,"url":null,"abstract":"To handle non-stationary integer-valued time series of counts with piecewise characteristics and linear trends, this paper introduced a class of self-exciting threshold Z-valued autoregressive proc...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"28 1","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/02331888.2024.2328594","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
To handle non-stationary integer-valued time series of counts with piecewise characteristics and linear trends, this paper introduced a class of self-exciting threshold Z-valued autoregressive proc...
期刊介绍：
Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.
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