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Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models

Published Online: 2024-11-09

Published Print: 2025-03

Authors

Sun, Mingyu

Yang, Kai https://orcid.org/0000-0002-3038-5293
Li, Ang
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11901053)

National Natural Science Foundation of China (12471249)

Natural Science Foundation of Jilin Province (20220101038]C)

Jilin Provincial Postdoctoral Science Foundation (2023337)

Scientific Research Project of Jilin Provincial Department of Education (JJKH20220671KJ)
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Text and Data Mining valid from 2024-11-09

Version of Record valid from 2024-11-09
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Article History

Received: 24 February 2024

Accepted: 20 October 2024

First Online: 9 November 2024

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