Dynamic Bayesian modeling of multiple count time series using R-INLA

zbMATH Open1490.62268MaRDI QIDQ5087639FDOQ5087639

Authors: Balaji Raman, Nalini Ravishanker, Refik Soyer, Gorti Venu, Kamal Sen 

Publication date: 1 July 2022

Full work available at URL: https://drive.google.com/file/d/18az6gBVueWIdSSjyGfOmO1aZVVlI-ief/view?usp=sharing

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zbMATH Keywords

Bayesiantime seriesdynamicINLAmarketingmultiplecount

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (7)

• Approximate Bayesian estimation for multivariate count time series models
• Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach
• Latent level correlation modeling of multivariate discrete-valued financial time series
• Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category
• Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data
• Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA
• Inference on dynamic models for non-Gaussian random fields using INLA

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