Covariance matrix and transfer function of dynamic generalized linear models
DOI10.1016/J.CAM.2015.10.015zbMATH Open1328.62474OpenAlexW2208086402MaRDI QIDQ898983FDOQ898983
Authors: Guangbao Guo, Wenjie You, Lu Lin, Guoqi Qian 
Publication date: 21 December 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.10.015
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Computational methods for problems pertaining to probability theory (60-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30)
Cites Work
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Markov chain Monte Carlo for dynamic generalised linear models
- Dynamic generalized linear models and repeated measurements
- Dynamic Generalized Linear Models with Application to Environmental Epidemiology
- On dynamic generalized linear models with applications
- Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
- Title not available (Why is that?)
- Population Markov chain Monte Carlo
- Convergence of Discount Time Series Dynamic Linear Models
- Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
- An efficient sampling scheme for dynamic generalized models
- Parallel statistical computing for statistical inference
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
- Transfer functions in dynamic generalized linear models
Cited In (4)
- Spatial point process models of defensive strategies: detecting changes
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- Dynamic approach to linear statistical calibration with an application in microwave radiometry
- On the degrees of freedom in MCMC-based Wishart models for time series data
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