23º SINAPE - Simpósio Nacional de Probabilidade e Estatística

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Título

BAYESIAN TIME SERIES MODEL APPLIED TO RUBELLA DATA

Resumo

Count data models, especially in a time series context, have not yet been fully explored in the literature. In this work, we are interested in count data with excess zeros in a time series context. Real data sets may have this characteristic, as shown in the application with congenital rubella data. In this work we present the generalized Poisson ARMA(r,q) zero modified model and perform a Bayesian analysis using a rubella data set.

Palavras-chave

Bayesian inference, Generalized Poisson distribution, Zero modification

Área

Séries Temporais e Econometria

Autores

Caroline Tenório Mendes Aquino, Marinho Gomes Andrade