Bayesian analysis of the p-order integer-valued AR process with zero-inflated Poisson innovations

DOI10.1080/00949655.2020.1754819OpenAlexW3021209536MaRDI QIDQ5036833

Aldo M. Garay, Celso Rômulo Barbosa Cabral, Francyelle L. Medina, Tsung I. Lin

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1754819

zbMATH Keywords

predictionBayesian estimationMCMC algorithmcount time seriesZINAR\((p)\)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics (62-XX)

Uses Software

• R

Cites Work

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• First‐order integer valued AR processes with zero inflated poisson innovations
• MCMC for Integer-Valued ARMA processes
• Bayesian Model Selection and Statistical Modeling

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