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Multivariate Time Series Model with Hierarchical Structure for Over‐Dispersed Discrete Outcomes - MaRDI portal

Multivariate Time Series Model with Hierarchical Structure for Over‐Dispersed Discrete Outcomes (Q4687516)

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scientific article; zbMATH DE number 6952427
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Multivariate Time Series Model with Hierarchical Structure for Over‐Dispersed Discrete Outcomes
scientific article; zbMATH DE number 6952427

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    Multivariate Time Series Model with Hierarchical Structure for Over‐Dispersed Discrete Outcomes (English)
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    12 October 2018
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    compound Poisson
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    compound multinomial
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    dynamic generalized linear model
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    hierarchical market structure
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    over-dispersion
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    state space prior
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