Bayesian generalizations of the integer-valued autoregressive model

DOI10.1080/02664763.2020.1812544MaRDI QIDQ5861255zbMATH OpenOpenAlexFDO

Authors Paulo C. Marques F., Helton Graziadei, Hedibert F. Lopes

Publication date 4 March 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2020.1812544

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• A Bayesian analysis of some nonparametric problems
• An Introduction to Discrete‐Valued Time Series
• Ferguson distributions via Polya urn schemes
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Forecasting in INAR(1) model
• Graphical models
• Handbook of discrete-valued time series
• scientific article; zbMATH DE number 1219003 (Why is no real title available?)
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• On selecting a prior for the precision parameter of Dirichlet process mixture models
• Replicated INAR(1) processes
• Seamless R and C++ integration with Rcpp
• The Calculation of Posterior Distributions by Data Augmentation
• Thinning operations for modeling time series of counts -- a survey

Describes a project that uses

Uses Software

• R
• Rcpp

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