Bayesian inference on time-varying proportions

DOI10.1016/S0731-9053(08)23016-1zbMATH Open1189.91164OpenAlexW71463612MaRDI QIDQ3572038FDOQ3572038

Authors: William J. McCausland, Brahim Lgui 

Publication date: 30 June 2010

Published in: Bayesian Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0731-9053(08)23016-1

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Estimation in multivariate analysis (62H12) Economic time series analysis (91B84)

Cited In (4)

• Bayesian Modeling of Time-Varying and Waning Exposure Effects
• Title not available (Why is that?)
• Bayesian analysis of proportions via a hidden Markov model
• Bayesian inference for a partially observed birth–death process using data on proportions

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