Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—
Year of publication: |
2010
|
---|---|
Authors: | Terui, Nobuhiko ; Ban, Masataka ; Maki, Toshihiko |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 1, p. 91-107
|
Publisher: |
Springer |
Subject: | Count data | Generalized linear model | Hierarchical market structure | MCMC | Poisson–multinomial distribution | Predictive density | POS time series |
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