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Structure and inference in high-order self-excited multiple thresholds GINAR models
1 : RECITS Laboratory, Research Center in Applied Economics for Development (CREAD)
ALGER -
Algeria
2 : Operational Research Department, University of Sciences and Technology Houari Boumediene (USTHB)
ALGER -
Algeria
| Subject : | : | Oral presentation |
| Topics | : | Statistics; Probabilities and Stochastic Processes; |
| Keywords | : | Count integer ; valued process ; SET ; GINAR(K ; p) model ; CLS and CML estimators ; nonlinearity time series. |
| PDF version | : |  PDF version |
