Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts

DOI10.1007/S00180-020-01018-7MaRDI QIDQ1995836zbMATH OpenOpenAlexFDO

Authors Cathy W. S. Chen, Sangyeol Lee, K. Khamthong

Publication date 25 February 2021

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-020-01018-7

zbMATH Keywords

hysteresisoverdispersiondengue feverthreshold modelposterior predictive distributionMCMC methodconsecutive zerosinteger-valued GARCH

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(8)

• On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
• On a buffered threshold autoregressive stochastic volatility model
• A Bayesian generalized linear model for Crimean-Congo hemorrhagic fever incidents
• Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
• Integer-valued transfer function models for counts that show zero inflation
• Bayesian modeling of spatial integer-valued time series
• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
• Constrained estimation for the binomial AR(1) model: on Bayesian approach

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