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First-order random coefficients integer-valued threshold autoregressive processes

Li, H; Yang, K; Zhao, SS; Wang, DH

Zhao, SS; Wang, DH (reprint author), Jilin Univ, Sch Math, Changchun 130012, Jilin, Peoples R China.

ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2018; 102 (3): 305

Abstract

In this paper, we introduce a first-order random coefficient integer-valued threshold autoregressive process, which is based on binomial thinning. Bas......

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