Self-exciting threshold binomial autoregressive processes
Crossref DOI link: https://doi.org/10.1007/s10182-015-0264-6
Published Online: 2015-12-17
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Möller, Tobias A.
Silva, Maria Eduarda
Weiß, Christian H.
Scotto, Manuel G.
Pereira, Isabel
Funding for this research was provided by:
FCT Fundacãço para a Ciência e a Tecnologia (UID/MAT/04106/2013)
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