A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan
分析非正态非线性时间序列的广义阈值混合模型：哈萨克斯坦鼠疫应用
We introduce the generalized threshold mixed model for piecewise-linear stochastic regression with possibly nonnormal time-series data. It is assumed that the conditional probability distribution of the response variable belongs to the exponential family, and the conditional mean response is linked to some piecewise-linear stochastic regression function. We study the particular case where the response variable equals zero in the lower regime. Some large-sample properties of…