Bayesian model determination for binary time-series data with applications

DOI10.1016/S0167-9473(00)00053-0zbMath1030.62070MaRDI QIDQ5941335

S.-I. Liu

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte CarloBinary-time-series dataModel determinationMulti-period forecastsPosterior inferencesProbit model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

Applying hierarchical Bayesian neural network in failure time prediction ⋮ Regression models for binary time series with gaps

Uses Software

• IMSL Numerical Libraries

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Sampling-Based Approaches to Calculating Marginal Densities
• A likelihood-based method for analysing longitudinal binary responses
• Bayesian Analysis of Binary and Polychotomous Response Data

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