Inference on dynamic models for non-Gaussian random fields using INLA

DOI10.1214/15-BJPS300zbMath1362.62054arXiv1312.6896OpenAlexW2581701908MaRDI QIDQ519725

R. X. Cortes, B. A. Silva, Thiago G. Martins, Marcos Oliveira Prates

Publication date: 5 April 2017

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6896

zbMATH Keywords

MCMCapproximate Bayesian inferenceINLAintegrated nested Laplace approximation (INLA)dynamic modelshomicide ratesrobust time series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Bayesian inference (62F15)

Related Items (2)

Metric duality between positive definite kernels and boundary processes ⋮ Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap

Uses Software

• R
• R-INLA

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