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An integer GARCH model for a Poisson process with time-varying zero-inflation
A serially dependent Poisson process with time-varying zero-inflation is proposed. Such formulations have the potential to model count data time series arising from phenomena such as infectious diseases that ebb and flow over time. The model assumes that the intensity of the Poisson process evolves...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10194996/ https://www.ncbi.nlm.nih.gov/pubmed/37200315 http://dx.doi.org/10.1371/journal.pone.0285769 |