Statistical models for count time series with excess zeros
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چکیده
Approved: Thesis Supervisor Title and Department
منابع مشابه
Hidden Markov models for time series of counts with excess zeros
Integer-valued time series are often modeled with Markov models or hidden Markov models (HMM). However, when the series represents count data it is often subject to excess zeros. In this case, usual distributions such as binomial or Poisson are unable to estimate the zero mass correctly. In order to overcome this issue, we introduce zero-inflated distributions in the hidden Markov model. The em...
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تاریخ انتشار 2016