Hierarchical dynamic models for multivariate times series of counts

DOI10.4310/SII.2014.V7.N4.A11MaRDI QIDQ1748900zbMATH OpenFDO

Authors Volodymyr Serhiyenko, Michael R. Willig, Nalini Ravishanker

Publication date 14 May 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/SII.2014.V7.N4.A11

zbMATH Keywords

Bayesian modelingecologygastropod abundancenonlinear state space model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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(18)

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• Modeling Multiple Time-Varying Related Groups: A Dynamic Hierarchical Bayesian Approach With an Application to the Health and Retirement Study
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• Count Time Series: A Methodological Review
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
• Latent level correlation modeling of multivariate discrete-valued financial time series
• Variable selection in sparse multivariate GLARMA models: application to germination control by environment
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