Autoregressive conditional negative binomial model applied to over-dispersed time series of counts

© 2016 Elsevier B.V. Integer-valued time series analysis offers various applications in biomedical, financial, and environmental research. However, existing works usually assume no or constant over-dispersion. In this paper, we propose a new model for time series of counts, the autoregressive condit...

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Bibliographic Details
Main Authors: Cathy W.S. Chen, Mike K.P. So, Jessica C. Li, Songsak Sriboonchitta
Format: Journal
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84959160048&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55947
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Institution: Chiang Mai University