Approximately linear INGARCH models for spatio-temporal counts

نویسندگان

چکیده

Abstract Existing integer-valued generalised autoregressive conditional heteroskedasticity (INGARCH) models for spatio-temporal counts do not allow negative parameter and autocorrelation values. Using approximately linear INGARCH models, the unified flexible (B)INGARCH framework modelling unbounded (bounded) is proposed. These combine dependencies with kinds of a long memory. They are easily adapted to special marginal features or cross-dependencies: When precipitation data (counts rainy hours), we account zero-inflation, while cloud-coverage okta), deal missing additional cross-correlation. A copula related spatial error model shows an appealing performance.

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ژورنال

عنوان ژورنال: Applied statistics

سال: 2023

ISSN: ['1467-9876', '0035-9254']

DOI: https://doi.org/10.1093/jrsssc/qlad018