Bayesian analysis of time series Poisson data

DOI10.1080/02664760020016154zbMath0993.62080OpenAlexW1975308815MaRDI QIDQ4540851

Yong B. Lim, Man-Suk Oh

Publication date: 28 July 2002

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760020016154

Mathematics Subject Classification ID

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

Related Items (8)

Bayesian test on equality of score parameters in the order restricted RC association model ⋮ Useful models for time series of counts or simply wrong ones? ⋮ State-space models for count time series with excess zeros ⋮ Bayesian methods for time series of count data ⋮ Dynamic model averaging adapted to dynamic regression models for time series of counts ⋮ Properties and comparison of estimation methods in a log-linear generalized linear mixed model ⋮ Parameter-driven state-space model for integer-valued time series with application ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of posterior density functions from a posterior sample.
• Sampling-Based Approaches to Calculating Marginal Densities
• Accurate Approximations for Posterior Moments and Marginal Densities
• A regression model for time series of counts
• Inference and missing data
• Analysis of multivariate probit models
• Monte Carlo EM Estimation for Time Series Models Involving Counts
• Bayesian Analysis of Binary and Polychotomous Response Data

This page was built for publication: Bayesian analysis of time series Poisson data