Bayesian log-linear beta-negative binomial integer-valued Garch model

A mixture integer-valued GARCH model

Abstract. In this paper, we generalize the mixture integer-valued ARCH model (MINARCH) introduced by Zhu et al. (2010) to a mixture integer-valued GARCH (MINGARCH) for modeling time series of counts. This model include the ability to take into account the moving average (MA) components of the series. We give the necessary and sufficient first and second order stationarity conditions. The estima...

On Some Negative Integer Moments of Quasi-Negative-Binomial Distribution

Inflation Behavior in Top Sukuk Issuing Countries: Using a Bayesian Log-linear Model

This paper focused on developing a model to study the effect of sukuk issuance on the inflation rate in top sukuk issuing Islamic economies at 2014‎. ‎For this purpose‎, ‎as the available sample size is small‎, ‎a Bayesian approach to regression model is used which contains key supply and demand side factors in addition to the outstanding sukuk volume as potential determinants of inflation rate...

Bayesian Inference for Spatial Beta Generalized Linear Mixed Models

In some applications, the response variable assumes values in the unit interval. The standard linear regression model is not appropriate for modelling this type of data because the normality assumption is not met. Alternatively, the beta regression model has been introduced to analyze such observations. A beta distribution represents a flexible density family on (0, 1) interval that covers symm...

Estimation of Log-Linear-Binomial Distribution with Applications

Log-linear-binomial distribution was introduced for describing the behavior of the sum of dependent Bernoulli random variables. The distribution is a generalization of binomial distribution that allows construction of a broad class of distributions. In this paper, we consider the problem of estimating the two parameters of log-linearbinomial distribution by moment and maximum likelihood methods...