Bayesian spatio-temporal random coefficient time series (BaST-RCTS) model of infectious disease

DOI10.1016/j.mbs.2014.09.015zbMath1314.92173OpenAlexW2089988281WikidataQ41704225 ScholiaQ41704225MaRDI QIDQ2343727

Yanyan Li

Publication date: 6 May 2015

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mbs.2014.09.015

zbMATH Keywords

Bayesian analysistime series analysisARCH-type modelinfectious diseasespatial effect

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Epidemiology (92D30) Bayesian inference (62F15)

Uses Software

• MLwiN
• SAS
• BayesDA
• FinTS

Cites Work

• Unnamed Item
• Unnamed Item
• Random coefficient autoregressive models: an introduction
• Discrete time option pricing with flexible volatility estimation
• Generalized autoregressive conditional heteroscedasticity
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Integer-Valued GARCH Process
• A First Course in Bayesian Statistical Methods
• Modeling Multiple Times Series with Applications
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I
• Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
• Bayesian Measures of Model Complexity and Fit
• Analysis of Financial Time Series
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• A nonlinear autoregressive conditional duration model with applications to financial transaction data
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)