On dynamic generalized linear models with applications
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Publication:352906
DOI10.1007/S11009-011-9255-6zbMath1308.62045OpenAlexW2012662444MaRDI QIDQ352906
Publication date: 5 July 2013
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-011-9255-6
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)
Related Items (6)
Efficient particle smoothing for Bayesian inference in dynamic survival models ⋮ A scalable quasi-Newton estimation algorithm for dynamic generalised linear models ⋮ Covariance matrix and transfer function of dynamic generalized linear models ⋮ A Bayesian perspective of statistical machine learning for big data ⋮ Modeling Nelson–Siegel Yield Curve Using Bayesian Approach ⋮ Parallel tempering for dynamic generalized linear models
Cites Work
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- Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models
- Dynamic Generalized Linear Models and Bayesian Forecasting
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- Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
- On Optimality Properties of the Power Prior
- A Basic Convergence Result for Particle Filtering
- Bayesian Measures of Model Complexity and Fit
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