Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes
Nobuhiko Terui and Masataka Ban
| Year of publication: |
2014
|
|---|---|
| Authors: | Terui, Nobuhiko ; Ban, Masataka |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 5, p. 376-390
|
| Subject: | compound Poisson | compound multinomial | discrete outcomes | dynamic generalized linear model | hierarchical market structure | MCMC | over-dispersion | state space prior | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010425612