Dynamic model averaging adapted to dynamic regression models for time series of counts

DOI10.1080/03610918.2018.1563150zbMath1489.62270OpenAlexW2913140014WikidataQ128520230 ScholiaQ128520230MaRDI QIDQ5084000

Osiris Turnes, Paulo Henrique Dourado da Silva, L. T. Correia, Cibele Queiroz da-Silva

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1563150

zbMATH Keywords

overdispersioncount time seriesparameter-driven modelsdynamic model averagingzero inflated

Mathematics Subject Classification ID

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

Uses Software

• glarma
• tscount

Cites Work

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