Approximate Bayesian estimation for multivariate count time series models
DOI10.1007/978-3-319-25433-3_10zbMATH Open1336.62098OpenAlexW2338569495MaRDI QIDQ2806333FDOQ2806333
Authors: Volodymyr Serhiyenko, Nalini Ravishanker, Rajkumar Venkatesan 
Publication date: 17 May 2016
Published in: Ordered Data Analysis, Modeling and Health Research Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-25433-3_10
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Cites Work
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- On Gibbs sampling for state space models
- The multivariate Poisson-log normal distribution
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- A regression model for time series of counts
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
- Markov chain Monte Carlo for dynamic generalised linear models
- Finite mixtures of multivariate Poisson distributions with application
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- Hierarchical dynamic models for multivariate times series of counts
Cited In (7)
- Sequential Bayesian analysis of multivariate count data
- Hierarchical dynamic models for multivariate times series of counts
- Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
- Title not available (Why is that?)
- Dynamic Bayesian modeling of multiple count time series using R-INLA
- Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category
- Approximate Bayesian inference for discretely observed continuous‐time multi‐state models
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