On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
Year of publication: |
2011
|
---|---|
Authors: | Wang, Chao ; Li, Wai Keung |
Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 6, p. 639-646
|
Publisher: |
Wiley Blackwell |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Self-Excited Threshold Poisson Autoregression
Wang, Chao, (2014)
-
Testing for the buffered autoregressive processes
Zhu, Ke, (2013)
-
A new Pearson-type QMLE for conditionally heteroskedastic models
Zhu, Ke, (2013)
- More ...