Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts

Cathy W. S. Chen, Sangyeol Lee, Khemmanant Khamthong. Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. Comput. Stat., 36(1):261-281, 2021. [doi]

Abstract

Abstract is missing.