Articles with "valued garchx" as a keyword



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Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models

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Published in 2019 at "Statistical Modelling"

DOI: 10.1177/1471082x19845541

Abstract: This study focuses on modelling dengue cases in northeastern Thailand through two meteorological covariates: cumulative rainfall and average maximum temperature. We propose two nonlinear integer-valued GARCHX models (Markov switching and threshold specification) with a negative… read more here.

Keywords: garchx models; valued garchx; negative binomial; bayesian modelling ... See more keywords