Self-Excited Threshold Poisson Autoregression

Author: Wang Chao   Liu Heng   Yao Jian-Feng   Davis Richard A.   Li Wai Keung  

Publisher: Taylor & Francis Ltd

ISSN: 0162-1459

Source: Journal of the American Statistical Association, Vol.109, Iss.506, 2014-04, pp. : 777-787

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