Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models

DOI10.2307/2965711zbMATH Open0889.62079OpenAlexW4256089867MaRDI QIDQ4366241FDOQ4366241

P. Müller, Claudia Cargnoni, Mike West

Publication date: 18 November 1997

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2965711

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zbMATH Keywords

Markov chain Monte Carlostate-space modelcategorical dataposterior simulationhierarchical dynamic modelnonnormal multivariate time series

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

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• Kalman filtering and sequential Bayesian analysis
• Bayesian Computation in Dynamic Latent Factor Models
• Evolutionary preference/utility functions: a dynamic perspective
• Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data
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• Dynamic Bayesian analysis for irregularly and incompletely observed contingency tables
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