Zero-inflated count time series models using Gaussian copula
DOI10.1080/07474946.2019.1648922zbMath1435.62309OpenAlexW2975360357WikidataQ127219035 ScholiaQ127219035MaRDI QIDQ5197971
Norou Diawara, Mohammed Sulaiman Alqawba, Narasinga Rao Chaganty
Publication date: 2 October 2019
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2019.1648922
Gaussian copulaPoissonsequential importance samplingnegative binomialcount time serieszero inflationConway-Maxwell-Poisson
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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