Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models

DOI10.2307/2965711MaRDI QIDQ4366241zbMATH OpenOpenAlexFDO

Authors Claudia Cargnoni, P. Müller, 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

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

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