Integer-valued self-exciting periodic threshold autoregressive processes.
Pereira, Isabel; Scotto, Manuel; Nicolette, Raquel
Contributions in Statistics and Inference. Celebrating Nazaré Mendes Lopes' Birthday. (E. Gonçalves, P.E. Oliveira and C. Tenreiro, eds.), Coimbra, Portugal. ISBN: 978-972-8564-51-3, 47 (2015), 81-92
http://www.mat.uc.pt/~textos/v47/
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