Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts

DOI10.1214/20-AOAS1360zbMath1470.62182MaRDI QIDQ2044273

Yanyan Li

Publication date: 4 August 2021

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoas/1600454876

zbMATH Keywords

overdispersionnonstationarityBayesianMCMCexcess zerosinteger-valued GARCH model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25)

Related Items

Autoregressive and moving average models for zero‐inflated count time series, A state-space model for bivariate time-series counts with excessive zeros: an application to workplace injury data

Uses Software

• TMB

Cites Work

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