Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
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Publication:670111
DOI10.1016/J.STAMET.2016.02.001zbMATH Open1487.62106OpenAlexW2279922475MaRDI QIDQ670111FDOQ670111
Authors: Cathy W. S. Chen, Mike K. P. So, Jessica C. Li, Songsak Sriboonchitta 
Publication date: 18 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2016.02.001
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Cites Work
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Cited In (14)
- Marginal likelihood estimation for the negative binomial INGARCH model
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
- Generalized Poisson autoregressive models for time series of counts
- Forecasting transaction counts with integer-valued GARCH models
- Bayesian Forecasting of Many Count-Valued Time Series
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- Copula directional dependence of discrete time series marginals
- An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts
- Forecasting overdispersed INAR(1) count time series with negative binomial marginal
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
- Hysteretic Poisson INGARCH model for integer-valued time series
- Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes
- A negative binomial integer-valued GARCH model
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