A time series model for responses on the unit interval

DOI10.1214/13-BA844MaRDI QIDQ908030zbMATH OpenFDO

Authors Alejandro Jara, Luis E. Nieto-Barajas, Fernando A. Quintana

Publication date 2 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1378729926

zbMATH Keywords

latent variablesautoregressive modelsbeta processesunemployment rates

Mathematics Subject Classification ID

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

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(12)

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• Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
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• Bayesian nonparametric dynamic hazard rates in evolutionary life tables
• Hierarchical dynamic beta model
• Partially linear beta regression model with autoregressive errors
• A Bayesian non-parametric dynamic AR model for multiple time series analysis
• Extended dynamic generalized linear models: the two-parameter exponential family
• A censored time series analysis for responses on the unit interval: an application to acid rain modeling
• A dynamic model for double-bounded time series with chaotic-driven conditional averages

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