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Christian Weiß (HSU)
Christian Weiß (HSU)
Soft-clipping INGARCH Models for Time Series of Bounded Counts The soft-clipping binomial INGARCH (scBINGARCH) models are proposed as nearly linear time series models for bounded counts with possibly negative autocorrelations. Conditions that guarantee the existence and certain mixing properties of the scBINGARCH process are derived, and further stochastic properties are discussed. The consistency and asymptotic […]