Approximate Bayesian Estimation for Multivariate Count Time Series Models

DOI10.1007/978-3-319-25433-3_10zbMath1336.62098OpenAlexW2338569495MaRDI QIDQ2806333

Rajkumar Venkatesan, Volodymyr Serhiyenko, Ravishanker, Nalini

Publication date: 17 May 2016

Published in: Ordered Data Analysis, Modeling and Health Research Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-25433-3_10

zbMATH Keywords

marketingINLABayesian frameworkmultivariate Poissondiscrete-valued time seriesZIP model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Related Items

Sequential Bayesian analysis of multivariate count data ⋮ Bivariate models for time series of counts: A comparison study between PBINAR models and dynamic factor models ⋮ Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category

Uses Software

• R
• GMRFLib
• INLA
• R-INLA

Cites Work

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• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• On Gibbs sampling for state space models
• Gaussian Markov Random Fields
• The multivariate Poisson-log normal distribution