Bayesian parameter estimation for Poisson AR model

DOI10.1007/978-3-031-47417-0_27MaRDI QIDQ6630467zbMATH OpenFDO

Authors Vladimíra Sečkárová, Kamil Dedecius

Publication date 31 October 2024

Full work available at URL https://doi.org/10.1007/978-3-031-47417-0_27

zbMATH Keywords

autoregression modelBayesian estimation framework

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Epidemiology (92D30)

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Cites work

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• Count Time Series: A Methodological Review
• Elements of multivariate time series analysis
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• Log-linear Poisson autoregression
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Monitoring COVID-19 contagion growth
• Negative Binomial Regression
• Nonlinear system identification. NARMAX methods in the time, frequency, and spatio-temporal domains
• Regression analysis of count data

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