Approximate Bayesian estimation for multivariate count time series models

DOI10.1007/978-3-319-25433-3_10MaRDI QIDQ2806333zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

INLAmarketingBayesian frameworkmultivariate Poissondiscrete-valued time seriesZIP model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 472962 (Why is no real title available?)
• A regression model for time series of counts
• Approximate Bayesian inference for hierarchical Gaussian Markov random field models
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Bayesian forecasting and dynamic models
• Finite mixtures of multivariate Poisson distributions with application
• Gaussian Markov Random Fields
• Hierarchical dynamic models for multivariate times series of counts
• Markov chain Monte Carlo for dynamic generalised linear models
• Monte Carlo methods in Bayesian computation
• Observation-driven models for Poisson counts
• On Gibbs sampling for state space models
• The multivariate Poisson-log normal distribution
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing

Cited in

(7)

• Sequential Bayesian analysis of multivariate count data
• Hierarchical dynamic models for multivariate times series of counts
• scientific article; zbMATH DE number 1515428 (Why is no real title available?)
• Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
• 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

Describes a project that uses

Uses Software

• R-INLA
• INLA
• GMRFLib
• R

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