Integer-valued transfer function models for counts that show zero inflation

DOI10.1016/J.SPL.2022.109701OpenAlexW4306318651MaRDI QIDQ2105370FDOQ2105370

Authors: Cathy W. S. Chen, Feng-Chi Liu, Aljo Clair Pingal 

Publication date: 8 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109701

zbMATH Keywords

Bayesiangeneralized Poissonnegative binomialMarkov chain Monte Carlo methodinteger-valued time serieszero counts

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Bayesian Measures of Model Complexity and Fit
• Title not available (Why is that?)
• A negative binomial integer-valued GARCH model
• Bayesian analysis of a time series of counts with covariates: an application to the control of an infectious disease
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• Generalized Poisson autoregressive models for time series of counts
• Parameter change test for zero-inflated generalized Poisson autoregressive models
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
• Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
• Retrospective Bayesian outlier detection in INGARCH series
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
• Softplus INGARCH Model

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