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Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts.
Cathy W. S. Chen
Sangyeol Lee
Khemmanant Khamthong
Published in:
Comput. Stat. (2021)
Keyphrases
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bayesian inference
integer valued
real valued
garch model
probabilistic model
prior information
hyperparameters
stock market
expectation propagation
particle filter
reinforcement learning
multiresolution
long term
model selection
prior distribution
wavelet analysis