7 papers
A Bayesian bivariate conditional Poisson regression for goal dependence in the English Premier League
Marcus Nolan, Wagner Barreto-Souza, Luiza S. C. Piancastelli +1
Understanding the relationship between home and away goal counts in football provides valuable insights into match-level dynamics. While the influence of home advantage is well-est…
Mixed Time Series Quasi-Likelihood Models for Uncovering Covid-19 Viral Load and Mortality Dynamics
Kejin Wu, Raanju R. Sundararajan, Michel F. C. Haddad +2
Accurate real-time monitoring of disease transmission is crucial for epidemic control, which has conventionally relied on reported cases or hospital admissions. Such metrics are fr…
Generalised Linear Models Driven by Latent Processes: Asymptotic Theory and Applications
Wagner Barreto-Souza, Ngai Hang Chan
This paper introduces a class of generalised linear models (GLMs) driven by latent processes for modelling count, real-valued, binary, and positive continuous time series. Extendin…
Generalised Exponential Kernels for Nonparametric Density Estimation
Laura M. Craig, Wagner Barreto-Souza
This paper introduces a novel kernel density estimator (KDE) based on the generalised exponential (GE) distribution, designed specifically for positive continuous data. The propose…
Time-Varying Dispersion Integer-Valued GARCH Models
Wagner Barreto-Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos +1
We propose a general class of INteger-valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing time-varying mean and dispersion parameters, w…
Time Series Analysis of Rankings: A GARCH-Type Approach
Luiza Piancastelli, Wagner Barreto-Souza
Ranking data are frequently obtained nowadays but there are still scarce methods for treating these data when temporally observed. The present paper contributes to this topic by pr…