Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes

DOI10.1002/FOR.2301MaRDI QIDQ4687516zbMATH OpenOpenAlexFDO

Authors Nobuhiko Terui, Masataka Ban

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10097/56551

zbMATH Keywords

compound Poissonover-dispersionhierarchical market structuredynamic generalized linear modelcompound multinomialstate space prior

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Multivariate analysis and fuzziness (62H86)

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(3)

• Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
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• scientific article; zbMATH DE number 7495718 (Why is no real title available?)

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