Bayesian Forecasting of Many Count-Valued Time Series

DOI10.1080/07350015.2019.1604372zbMATH Open1547.62618MaRDI QIDQ6626363

Mike West, Unnamed Author

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Poisson Autoregression
• Bayes Linear Statistics
• Integer-Valued GARCH Process
• Use of individual and group seasonal indices in subaggregate demand forecasting
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Some ARMA models for dependent sequences of poisson counts
• Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Forecasting and Stock Control for Intermittent Demands
• Dynamic matrix-variate graphical models
• Bayesian causality test for integer-valued time series models with applications to climate and crime data

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