Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442)

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scientific article; zbMATH DE number 7876412
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    Bayesian log-linear beta-negative binomial integer-valued GARCH model
    scientific article; zbMATH DE number 7876412

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      Bayesian log-linear beta-negative binomial integer-valued GARCH model (English)
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      5 July 2024
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      beta-negative binomial distributions
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      integer-valued GARCH models
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      adaptive Markov chain Monte Carlo
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