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

DOI10.1016/J.SPL.2022.109701MaRDI QIDQ2105370zbMATH OpenOpenAlexFDO

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)

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Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• A negative binomial integer-valued GARCH model
• Bayesian Measures of Model Complexity and Fit
• Bayesian analysis of a time series of counts with covariates: an application to the control of an infectious disease
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
• Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
• Generalized Poisson autoregressive models for time series of counts
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
• Parameter change test for zero-inflated generalized Poisson autoregressive models
• Retrospective Bayesian outlier detection in INGARCH series
• Softplus INGARCH Model
• Zero-inflated Poisson and negative binomial integer-valued GARCH models

Cited in

(1)

• Bayesian modeling of spatial integer-valued time series

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