Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes (Q4687516)
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scientific article; zbMATH DE number 6952427
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| English | Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes |
scientific article; zbMATH DE number 6952427 |
Statements
Multivariate Time Series Model with Hierarchical Structure for Over‐Dispersed Discrete Outcomes (English)
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12 October 2018
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compound Poisson
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compound multinomial
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dynamic generalized linear model
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hierarchical market structure
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over-dispersion
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state space prior
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0.8435340523719788
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0.7286804914474487
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0.7146323323249817
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0.7135419249534607
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