Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes.
Han LiKai YangDehui WangPublished in: Comput. Stat. (2017)
Keyphrases
- autoregressive
- integer valued
- random fields
- non stationary
- moving average
- real valued
- gaussian markov random field
- random field models
- spectrum analysis
- maximum likelihood
- autoregressive model
- maximum entropy
- bayesian networks
- conditional random fields
- probabilistic model
- autoregressive moving average
- machine learning
- active learning
- artificial neural networks
- image processing