Hysteretic Poisson INGARCH model for integer-valued time series
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Publication:5142183
DOI10.1177/1471082X17703855OpenAlexW2740463054MaRDI QIDQ5142183
Songsak Sriboonchitta, Buu-Chau Truong, Cathy W. S. Chen
Publication date: 30 December 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x17703855
hysteresisMarkov chain Monte Carlotime series of countsover-dispersionPoisson INGARCH modelthreshold Poisson INGARCH model
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- Equation of State Calculations by Fast Computing Machines
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- Interventions in INGARCH processes
- Monte Carlo sampling methods using Markov chains and their applications
- Retrospective Bayesian outlier detection in INGARCH series
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