On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes (Q6552940)

scientific article; zbMATH DE number 7862721

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English	On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes	scientific article; zbMATH DE number 7862721

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instance of

scholarly article

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title

On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes (English)

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Journal of Statistical Computation and Simulation

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publication date

11 June 2024

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MaRDI profile type

Publication

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cites work

Bayesian causality test for integer-valued time series models with applications to climate and crime data

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Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

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Poisson Autoregression

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Mean targeting estimator for the integer-valued GARCH(1, 1) model

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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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Thinning-based models in the analysis of integer-valued time series: a review

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Thinning operations for modeling time series of counts -- a survey

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Modelling with the novel INAR(1)-PTE process

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Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss

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On MCMC sampling in self-exciting integer-valued threshold time series models

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A new INAR model based on Poisson-BE2 innovations

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Discrete analogues of self-decomposability and stability

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A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

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Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

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An integer-valued pth-order autoregressive structure (INAR(p)) process

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THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

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Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

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A seasonal geometric INAR process based on negative binomial thinning operator

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Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes

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Integer-Valued Self-Exciting Threshold Autoregressive Processes

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Self-Excited Threshold Poisson Autoregression

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An integer-valued threshold autoregressive process based on negative binomial thinning

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On a periodic SETINAR model

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Empirical likelihood inference for INAR(1) model with explanatory variables

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Analysis of low count time series data by poisson autoregression

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Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

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A new minification integer‐valued autoregressive process driven by explanatory variables

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First-order random coefficients integer-valued threshold autoregressive processes

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Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts

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Introduction to Bayesian Statistics

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MCMC for Integer-Valued ARMA processes

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Integer valued AR processes with explanatory variables

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Bayesian nonparametric forecasting for INAR models

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Bayesian empirical likelihood inference for the generalized binomial AR(1) model

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First-order integer-valued autoregressive process with Markov-switching coefficients

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Self-exciting threshold binomial autoregressive processes

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Nested sub-sample search algorithm for estimation of threshold models

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A mixed generalized Poisson INAR model with applications

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Bayesian Measures of Model Complexity and Fit

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Time series of count data: Modeling, estimation and diagnostics

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Identifiers

DOI

10.1080/00949655.2023.2237159

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Mathematics Subject Classification ID

62-XX

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zbMATH DE Number

7862721

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Sitelinks

Mathematics(1 entry)

mardi Publication:6552940