Multivariate zero-inflated INGARCH models: Bayesian inference and composite likelihood approach

DOI10.1007/S11222-024-10549-8MaRDI QIDQ7028018zbMATH OpenFDO

Authors Luiza Sette C. Piancastelli, Rodrigo B. Silva

Publication date 13 February 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-024-10549-8

zbMATH Keywords

count dataINGARCHmixed Poisson distributionmultivariatezero-inflation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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