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

DOI10.1002/FOR.2301zbMATH Open1397.62241OpenAlexW2172676324MaRDI QIDQ4687516FDOQ4687516

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

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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)

Cited In (3)

• Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
• Title not available (Why is that?)
• Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data

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