Bayesian model determination for binary time-series data with applications

DOI10.1016/S0167-9473(00)00053-0MaRDI QIDQ5941335zbMATH OpenFDO

Authors S.-I. Liu

Publication date 20 August 2001

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

Full work available at URL https://doi.org/10.1016/S0167-9473(00)00053-0

zbMATH Keywords

Binary-time-series dataMarkov chain Monte CarloModel 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)

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Cites work

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

Cited in

(6)

• Regression models for binary time series with gaps
• Applying hierarchical Bayesian neural network in failure time prediction
• Bayes estimation of binary time series
• Binary time series modeling with application to adhesion frequency experiments
• Bayesian comparative study on binary time series
• Bayesian first order auto-regressive latent variable models for multiple binary sequences

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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