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...

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Veröffentlicht in:	PloS one 2023-05, Vol.18 (5), p.e0285769-e0285769
Hauptverfasser:	Ratnayake, Isuru Panduka, Samaranayake, V A
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Autoregressive models Biology and life sciences Computer Simulation Engineering and Technology Evaluation Humans Infant mortality Infectious diseases Inflation (Finance) Information management Integers Maximum likelihood estimation Medicine and Health Sciences Modelling Models, Statistical Parameter estimation Pediatrics Physical Sciences Poisson density functions Poisson Distribution Poisson processes Regression analysis Research and Analysis Methods Simulation methods Stochastic models Time Factors Time series
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