Models for Integer-Valued Time Series

Kamil Feridun Turkman, Manuel González Scotto and Patrícia de Zea Bermudez
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Kamil Feridun Turkman: Faculdade de Ciências Universidade de Lisboa, Departmento de Estatística e Investigação Operacional
Manuel González Scotto: Universidade de Aveiro, Departamento de Matemática
Patrícia de Zea Bermudez: Faculdade de Ciências Universidade de Lisboa, Departmento de Estatística e Investigação Operacional

Chapter Chapter 5 in Non-Linear Time Series, 2014, pp 199-244 from Springer

Keywords: Markov Chain Monte Carlo; Markov Chain Monte Carlo Algorithm; Extremal Index; Tail Behavior; Extremal Property (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/978-3-319-07028-5_5

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