Pages that link to "Item:Q1748900"
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The following pages link to Hierarchical dynamic models for multivariate times series of counts (Q1748900):
Displaying 15 items.
- Hierarchical Bayesian spatio-temporal Conway-Maxwell Poisson models with dynamic dispersion (Q486047) (← links)
- Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data (Q904070) (← links)
- Sequential Bayesian analysis of multivariate count data (Q1631552) (← links)
- Estimation methods for a flexible INAR(1) COM-Poisson time series model (Q1653860) (← links)
- Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island (Q1695256) (← links)
- Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
- Multivariate count autoregression (Q2278669) (← links)
- Approximate Bayesian Estimation for Multivariate Count Time Series Models (Q2806333) (← links)
- Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category (Q4620239) (← links)
- Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ (Q4620240) (← links)
- Modeling Multiple Time-Varying Related Groups: A Dynamic Hierarchical Bayesian Approach With an Application to the Health and Retirement Study (Q4999130) (← links)
- Modelling a non-stationary BINAR(1) Poisson process (Q5221518) (← links)
- Count Time Series: A Methodological Review (Q6044640) (← links)
- Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations (Q6571730) (← links)
- Latent level correlation modeling of multivariate discrete-valued financial time series (Q6616398) (← links)
