Estimation of zero-inflated parameter-driven models via data cloning

DOI10.1080/00949655.2019.1573426MaRDI QIDQ5107367zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 27 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2019.1573426

zbMATH Keywords

time series of countsnegative binomialBayesian estimationstate-space modelsPoissonzero-inflationdata cloningparameter-driven

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Handbook of discrete-valued time series
• Integer-Valued GARCH Process
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• Observation-driven models for Poisson counts
• On autocorrelation in a Poisson regression model
• Poisson autoregression
• State-space models for count time series with excess zeros
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Zero‐Inflated Poisson and Binomial Regression with Random Effects: A Case Study

Cited in

(1)

• Estimation of zero-intelligence models by L1 data

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