Dynamic Generalized Linear Models and Bayesian Forecasting

exponential family predictive distributions forecasting regression Poisson distributions linear Bayes methods bionomial Dynamic Bayesian models dynamic extensions of standard generalized linear models generalizations of the Kalman filter algorithm nonlinear non-normal time series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Filtering in stochastic control theory (93E11) General nonlinear regression (62J02)

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