Statistical inference for Poisson time series models
There are many nonlinear econometric models which are useful in analysis of financial time series. In this thesis, we consider two kinds of nonlinear autoregressive models for nonnegative integer-valued time series: threshold autoregressive models and Markov switching models, in which the conditiona...
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University of Strathclyde
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618886 |