Generalized Poisson autoregressive models for time series of counts

DOI10.1016/j.csda.2016.01.009zbMath1468.62037OpenAlexW2255141750MaRDI QIDQ1659180

Cathy W. S. Chen, Sangyeol Lee

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.01.009

zbMATH Keywords

structural breakMCMCinteger-valued time seriesthreshold Poisson autoregressive modelszero-inflated generalized Poisson INGARCH models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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