Bayesian Computation in Dynamic Latent Factor Models
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Publication:5057076
DOI10.1080/10618600.2021.2021208OpenAlexW4205906338MaRDI QIDQ5057076
Mike West, Isaac Lavine, Andrew Cron
Publication date: 15 December 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.04956
time series of countsvariational BayesBayesian forecastingcopulaedynamic generalized linear modelsmultiscale dynamic modelsscalable time series models
Uses Software
Cites Work
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