Integer-valued transfer function models for counts that show zero inflation

DOI10.1016/j.spl.2022.109701OpenAlexW4306318651MaRDI QIDQ2105370

Aljo Clair Pingal, Cathy W. S. Chen, Feng-Chi Liu

Publication date: 8 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109701

zbMATH Keywords

Markov chain Monte Carlo methodBayesiannegative binomialinteger-valued time seriesgeneralized Poissonzero counts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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• Softplus INGARCH Model
• Bayesian analysis of a time series of counts with covariates: an application to the control of an infectious disease
• Parameter change test for zero-inflated generalized Poisson autoregressive models
• Retrospective Bayesian outlier detection in INGARCH series

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