Bayesian estimation procedure in multiprocess non-linear dynamic generalized model

DOI10.1080/03610929608831838zbMath0887.62031OpenAlexW2164965943MaRDI QIDQ3125755

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Publication date: 17 February 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831838

zbMATH Keywords

exponential familiesnonlinear modelsdynamic modelsmultiprocess

Mathematics Subject Classification ID

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

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Comparative study between generalized maximum entropy and Bayes methods to estimate the four parameter Weibull growth model

Cites Work

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• Bayesian forecasting and dynamic models
• Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
• Estimation in the multiprocess dynamic generlized linear model
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Harrison-Stevens Forecasting and the Multiprocess Dynamic Linear Model
• Monitoring and Adaptation in Bayesian Forecasting Models
• The Multiprocess Dynamic Poisson Model
• A Dynamic Changepoint Model for Detecting the Onset of Growth in Bacteriological Infections
• A Bayesian Approach to Short-term Forecasting
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis

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