Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models

DOI10.2307/2965711zbMath0889.62079OpenAlexW4256089867MaRDI QIDQ4366241

Peter Mueller, 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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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