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Dynamic Count Models with Flexible Innovation Processes for Irregular Maritime Migration
Gregor Zens, Jakub Bijak
https://arxiv.org/abs/2508.18716 https://…

Dynamic Count Models with Flexible Innovation Processes for Irregular Maritime Migration
Motivated by the dynamics of weekly sea border crossings in the Mediterranean (2015-2025) and the English Channel (2018-2025), we develop a Bayesian dynamic framework for modeling potentially heteroskedastic count time series. Building on theoretical considerations and empirical stylized facts, our approach specifies a latent log-intensity that follows a random walk driven by either heavy-tailed or stochastic volatility innovations, incorporating an explicit mechanism to separate structural fro…