Publication:4272785
From MaRDI portal
zbMath0780.62065MaRDI QIDQ4272785
Gary K. Grunwald, Peter Guttorp, Adrian E. Raftery
Publication date: 2 February 1994
seasonality; covariates; simplex; trends; Dirichlet distribution; interventions; state space model; compositional data; Bayesian forecasting; recursive updating; Dirichlet conjugate distribution; time series of continuous proportions; world motor vehicle production
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Environmental Statistics—A Personal View, Beta seasonal autoregressive moving average models, Unnamed Item, Likelihood analysis for a class of beta mixed models, Flexible quasi-beta regression models for continuous bounded data, A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD, State‐space models for multivariate longitudinal data of mixed types, Power-weighted densities for time series data, Dynamic Bayesian beta models, On modeling dynamic priorities in the analytic hierarchy process using compositional data analysis, Detecting and modeling changes in a time series of proportions, Dirichlet ARMA models for compositional time series, Quasi-beta longitudinal regression model applied to water quality index data, Time-varying combinations of predictive densities using nonlinear filtering, Bayesian analysis of proportions via a hidden Markov model, EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA