Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
type: Item
instance of: scholarly article
title: Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
zbMATH Open document ID: 1505.62094
author: Cathy W. S. Chen
author: Sangyeol Lee
author: K. Khamthong
published in: Computational Statistics
publication date: 2021-02-25T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7315555
zbMATH Keywords: dengue fever
zbMATH Keywords: integer-valued GARCH
zbMATH Keywords: overdispersion
zbMATH Keywords: consecutive zeros
zbMATH Keywords: hysteresis
zbMATH Keywords: MCMC method
zbMATH Keywords: posterior predictive distribution
zbMATH Keywords: threshold model
MaRDI profile type: Publication
full work available at URL: s00180-020-01018-7
OpenAlex ID: W3042232470
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DOI: 10.1007/S00180-020-01018-7
description: scientific article; zbMATH DE number 7315555