Order selection in GARMA models for count time series: a Bayesian perspective

DOI10.1080/02664763.2025.2483309MaRDI QIDQ6903311zbMATH OpenFDO

Authors Guilherme Pumi, Taiane Schaedler Prass

Publication date 10 November 2025

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2025.2483309

Mathematics Subject Classification ID

Statistics (62-XX) Point estimation (62F10) Bayesian inference (62F15) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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