Bayesian modeling of multivariate time series of counts

DOI10.1002/WICS.1559MaRDI QIDQ6602375zbMATH OpenFDO

Authors Refik Soyer, Di Zhang

Publication date 11 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/WICS.1559

zbMATH Keywords

dynamic latent factorsINAR processesmultivariate negative binomialmultivariate Poissonnon-Gaussian state space modeling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(2)

• Latent level correlation modeling of multivariate discrete-valued financial time series
• Comparison of zero-inflated and hurdle INAR(1) processes for modeling count data

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