Bayesian comparative study on binary time series
From MaRDI portal
Publication:4960725
DOI10.1080/00949655.2018.1488256OpenAlexW2809397451WikidataQ129577981 ScholiaQ129577981MaRDI QIDQ4960725
Raju Maiti, Arnab Maity, Erina Paul
Publication date: 23 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2018.1488256
predictionJeffreys priorDICnormal priormisclassification error ratelog-marginal likelihoodStudent's \(t\) prior
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Measuring serial dependence in categorical time series
- Bayesian analysis of simultaneous autoregressive models
- A weakly informative default prior distribution for logistic and other regression models
- Bayesian mixture of autoregressive models
- Coherent forecasting for stationary time series of discrete data
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Generalized Poisson autoregressive models for time series of counts
- Regression theory for categorical time series
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
- Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling
- Bayesian Inference on Periodicities and Component Spectral Structure in Time Series
- Empirical measures of signed serial dependence in categorical time series
- STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
- Bayesian Multivariate Logistic Regression
- An infinite dam with random withdrawal policy
- An autoregressive model for multilag Markov chains
- Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
- Bayesian Measures of Model Complexity and Fit
- Bayesian Forecasting for Time Series of Categorical Data
- REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Equation of State Calculations by Fast Computing Machines
- Bayesian Analysis of Binary and Polychotomous Response Data
- DIC in variable selection
- First‐order integer valued AR processes with zero inflated poisson innovations
- Properties and Implementation of Jeffreys’s Prior in Binomial Regression Models
- Bayesian analysis of a time series of counts with covariates: an application to the control of an infectious disease
- An invariant form for the prior probability in estimation problems