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Author(s): Moeller, TA
Silva, ME
Weiss, CH
Scotto, MG
Pereira, I
Title: Self-exciting threshold binomial autoregressive processes
Issue Date: 2016-10-01
Abstract: We introduce a new class of integer-valued self-exciting threshold models, which is based on the binomial autoregressive model of order one as introduced by McKenzie (Water Resour Bull 21:645â 650, 1985. doi:10.1111/j.1752-1688.1985.tb05379.x). Basic probabilistic and statistical properties of this class of models are discussed. Moreover, parameter estimation and forecasting are addressed. Finally, the performance of these models is illustrated through a simulation study and an empirical application to a set of measle cases in Germany. © 2015 Springer-Verlag Berlin Heidelberg
Document Type: Artigo em Revista Científica Internacional
Rights: openAccess
Appears in Collections:FEP - Artigo em Revista Científica Internacional

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