CEMAT - Publication

pt | en

Home
Research Areas
Algebra and Computing Applied and Numerical Analysis Mathematical Modeling in Biomedicine Statistics and Stochastic Processes
Members
Publications
Events
Applied and Numerical Analysis Seminar Probability and Statistics Seminar Algebra Seminars CEMAT's Open Seminar Scientific Meetings Courses
Projects
Open Positions
Contacts

Publications > Artigos em Revistas Internacionais

Integer-valued self-exciting threshold autoregressive processes

Monteiro, Magda; Scotto, Manuel; Pereira, Isabel

Communications in Statistics - Theory and Methods, 41 (2012), 2717-273
http://www.tandfonline.com/doi/full/10.1080/03610926.2011.556292

CEMAT - Center for Computational and Stochastic Mathematics

Instituto Superior Têcnico
Faculdade de Ciências
Universidade de Lisboa