Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
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DOI: 10.1007/s00180-020-01018-7
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Cited by:
- Chen, Cathy W.S. & Liu, Feng-Chi & Pingal, Aljo Clair, 2023. "Integer-valued transfer function models for counts that show zero inflation," Statistics & Probability Letters, Elsevier, vol. 193(C).
- Chen, Cathy W.S. & Chen, Chun-Shu & Hsiung, Mo-Hua, 2023. "Bayesian modeling of spatial integer-valued time series," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).
- Cathy W. S. Chen & Edward M. H. Lin & Tara F. J. Huang, 2022. "Bayesian quantile forecasting via the realized hysteretic GARCH model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1317-1337, November.
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Keywords
Dengue fever; Integer-valued GARCH; Overdispersion; Consecutive zeros; Hysteresis; MCMC method; Posterior predictive distribution; Threshold model;All these keywords.
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