On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods

DOI10.1177/1471082x211034705MaRDI QIDQ6669917

Dimitris Karlis, Panagiota Tsamtsakiri

Publication date: 22 January 2025

Published in: Statistical Modelling (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A regression model for time series of counts
• Bayesian Model Averaging for Linear Regression Models
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• A negative binomial integer-valued GARCH model

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