Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
From MaRDI portal
Publication:3386479
DOI10.1177/1471082X19845541OpenAlexW2960305194WikidataQ127533990 ScholiaQ127533990MaRDI QIDQ3386479
Cathy W. S. Chen, K. Khamthong
Publication date: 4 January 2021
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x19845541
Markov chain Monte Carlo methodMarkov switchingdengue feverinteger-valued time seriesconsecutive zerosmeteorological covariates
Related Items (3)
A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application ⋮ Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts ⋮ Integer-valued transfer function models for counts that show zero inflation
Cites Work
- Threshold models in non-linear time series analysis
- A review of threshold time series models in finance
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
- Time series of count data: Modeling, estimation and diagnostics
- Generalized Poisson autoregressive models for time series of counts
- A model for integer-valued time series with conditional overdispersion
- Bayesian outbreak detection algorithm for monitoring reported cases of campylobacteriosis in Germany
- Integer-Valued GARCH Process
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Bayesian Measures of Model Complexity and Fit
- Self-Excited Threshold Poisson Autoregression
- A negative binomial integer-valued GARCH model
- Hysteretic Poisson INGARCH model for integer-valued time series
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models
This page was built for publication: Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
