Inference of dynamic generalized linear models: on-line computation and appraisal

DOI10.1111/J.1751-5823.2009.00087.XMaRDI QIDQ6573847zbMATH OpenFDO

Authors Kostas Triantafyllopoulos

Publication date 17 July 2024

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1751-5823.2009.00087.X

zbMATH Keywords

Kalman filtersequential Monte Carloparticle filtersstate spacenon-Gaussian time seriesBayesian forecastingdynamic generalized linear model

Mathematics Subject Classification ID

Parametric inference (62Fxx) Linear inference, regression (62Jxx) Inference from stochastic processes (62Mxx)

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Cited in

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• Classical inference for time series of count data in parameter-driven models
• Modelling time series of counts in epidemiology

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