Parameter estimation for binomial AR(1) models with applications in finance and industry
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tobias A. Möller & Maria Eduarda Silva & Christian H. Weiß & Manuel G. Scotto & Isabel Pereira, 2016. "Self-exciting threshold binomial autoregressive processes," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(4), pages 369-400, October.
- Weiß, Christian H. & Schweer, Sebastian, 2016. "Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 124-130.
More about this item
KeywordsBinomial AR(1) model; Parameter estimation; Process capability indices; Stock data; Thinning operations; 2-Block jackknife;
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