Self-excited threshold Poisson autoregression

Keyphrases

• Intensity Process 100%
• Poisson Autoregression 100%
• Self-excitation 100%
• Copyright 50%
• Simulation Study 50%
• Maximum Likelihood Estimation 50%
• Asymptotic Theory 50%
• Major Earthquake 50%
• American Statistical Association 50%
• Single-regime Models 50%
• Invariant Probability Measure 50%
• Markov Chain Theory 50%
• Observation Model 50%
• Strong Law of Large numbers 50%
• Poisson Distribution 50%
• Real Data Applications 50%
• Count Time Series 50%
• Classical Markov Chain 50%

Mathematics

• Intensity Process 100%
• Autoregression 100%
• Simulation Study 50%
• Real Data 50%
• Maximum Likelihood Estimate 50%
• Asymptotic Theory 50%
• Supplementary Material 50%
• Strong Law of Large Number 50%
• Invariant Probability Measure 50%
• Markov Chain 50%
• Poisson Distribution 50%