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https://hdl.handle.net/10216/88556| 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. Â(c) 2015 Springer-Verlag Berlin Heidelberg |
| DOI: | 10.1007/s10182-015-0264-6 |
| URI: | https://hdl.handle.net/10216/88556 |
| Document Type: | Artigo em Revista Científica Internacional |
| Rights: | openAccess |
| Appears in Collections: | FEP - Artigo em Revista Científica Internacional |
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