Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
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Publication:3386479
Cites work
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Cited in
(7)- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
- Integer-valued transfer function models for counts that show zero inflation
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- Bayesian log-linear beta-negative binomial integer-valued GARCH model
- A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
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