Analysis of Count Time Series: A Bayesian GARMA(p, q) Approach
Extensions of the Autoregressive Moving Average, ARMA(p, q), class for modeling non-Gaussian time series have been proposed in the literature in recent years, being applied in phenomena such as counts and rates. One of them is the Generalized Autoregressive Moving Average, GARMA(p, q), that is supp...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2023-09-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1568 |