Under-reported time-varying MINAR(1) process for modeling multivariate count series

DOI10.1016/J.CSDA.2023.107825MaRDI QIDQ6096683zbMATH OpenOpenAlexFDO

Authors Zeynab Aghabazaz, Iraj Kazemi

Publication date 15 September 2023

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

Full work available at URL https://doi.org/10.1016/j.csda.2023.107825

zbMATH Keywords

binomial thinning operatorcross-correlated time seriesforecastingrandom network modeltime-varying stochastic process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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• Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture
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