Bayesian causality test for integer-valued time series models with applications to climate and crime data (Q6645797)

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scientific article; zbMATH DE number 7951458
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Bayesian causality test for integer-valued time series models with applications to climate and crime data
scientific article; zbMATH DE number 7951458

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    Bayesian causality test for integer-valued time series models with applications to climate and crime data (English)
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    29 November 2024
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    concurrent linear relationship
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    Granger causality test
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    Markov chain Monte Carlo method
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    negative binomial integer-valued generalized auto-regressive conditional heteroscedasticity model
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    Poisson integer-valued generalized auto-regressive conditional heteroscedasticity model
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    posterior odds ratio
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