Neal, Peter; Rao, T. Subba - In: Journal of Time Series Analysis 28 (2007) 1, pp. 92-110
The classical statistical inference for integer-valued time-series has primarily been restricted to the integer-valued autoregressive (INAR) process. Markov chain Monte Carlo (MCMC) methods have been shown to be a useful tool in many branches of statistics and is particularly well suited to...