On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods
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Cites work
- A negative binomial integer-valued GARCH model
- A regression model for time series of counts
- A tutorial on Bayes factor estimation with the product space method
- An Introduction to Discrete‐Valued Time Series
- Bayesian Model Averaging for Linear Regression Models
- Criteria for Bayesian model choice with application to variable selection
- Efficient order selection algorithms for integer-valued ARMA processes
- scientific article; zbMATH DE number 795289 (Why is no real title available?)
- Integer-Valued GARCH Process
- Log-linear Poisson autoregression
- Markov chains for exploring posterior distributions. (With discussion)
- Mixtures of g Priors for Bayesian Variable Selection
- Model selection for time series of count data
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modeling time series of counts with COM-Poisson INGARCH models
- On Bayesian model and variable selection using MCMC
- Poisson autoregression
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure
- Prior distributions for objective Bayesian analysis
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
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