On dynamic generalized linear models with applications

DOI10.1007/S11009-011-9255-6MaRDI QIDQ352906zbMATHOpenAlexFDO

Authors Sourish Das, Dipak K. Dey

Publication date 5 July 2013

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-011-9255-6

zbMATH Keywords

Kalman filtercount dataparticle filterinformation processingdynamic modelPoisson models

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Applications of statistics to environmental and related topics (62P12)

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Cited in

(10)

• Dynamic Generalized Linear Models with Application to Environmental Epidemiology
• Modeling Nelson-Siegel yield curve using Bayesian approach
• A scalable quasi-Newton estimation algorithm for dynamic generalised linear models
• Estimation in the multiprocess dynamic generlized linear model
• scientific article; zbMATH DE number 1983941 (Why is no real title available?)
• Efficient particle smoothing for Bayesian inference in dynamic survival models
• Parallel tempering for dynamic generalized linear models
• Covariance matrix and transfer function of dynamic generalized linear models
• Graphical dynamic linear models: Specification, use and graphical transformations
• A Bayesian perspective of statistical machine learning for big data

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