Analysis of Count Time Series: A Bayesian GARMA(p, q) Approach
نویسندگان
چکیده
Extensions of the Autoregressive Moving Average, ARMA(p, q), class for modeling non-Gaussian time series have been proposed in literature recent years, being applied phenomena such as counts and rates. One them is Generalized GARMA(p, that supported by Linear Models theory has studied under Bayesian perspective. This paper aimed to study models using Poisson, Negative binomial Poisson inverse Gaussian distributions, adopting framework. To do so, we carried out a simulation and, addition, showed practical application evaluation these set real data, corresponding number vehicle thefts Brazil.
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ژورنال
عنوان ژورنال: Austrian Journal of Statistics
سال: 2023
ISSN: ['1026-597X']
DOI: https://doi.org/10.17713/ajs.v52i5.1568