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• W3169840220 abstract "This paper considers the periodic self-exciting threshold integer-valued autoregressive processes under a weaker condition in which the second moment is finite instead of the innovation distribution being given. The basic statistical properties of the model are discussed, the quasi-likelihood inference of the parameters is investigated, and the asymptotic behaviors of the estimators are obtained. Threshold estimates based on quasi-likelihood and least squares methods are given. Simulation studies evidence that the quasi-likelihood methods perform well with realistic sample sizes and may be superior to least squares and maximum likelihood methods. The practical application of the processes is illustrated by a time series dataset concerning the monthly counts of claimants collecting short-term disability benefits from the Workers’ Compensation Board (WCB). In addition, the forecasting problem of this dataset is addressed." @default.
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• W3169840220 date "2021-06-17" @default.
• W3169840220 modified "2023-09-27" @default.
• W3169840220 title "Statistical Inference for Periodic Self-Exciting Threshold Integer-Valued Autoregressive Processes" @default.
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• W3169840220 doi "https://doi.org/10.3390/e23060765" @default.
• W3169840220 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/8234043" @default.
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