Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
Cathy W. S. Chen, Sangyeol Lee, Khemmanant Khamthong
Topics & Concepts
Autoregressive conditional heteroskedasticityInteger (computer science)Nonlinear systemMathematicsBayesian probabilityBayesian inferenceNegative binomial distributionApplied mathematicsPoisson distributionStatisticsMarkov chainEconometricsComputer scienceVolatility (finance)PhysicsProgramming languageQuantum mechanicsHydrology and Drought AnalysisFinancial Risk and Volatility ModelingClimate variability and models