da-Silva, C.Q.; Migon, H.S.; Correia, L.T. - In: Computational Statistics & Data Analysis 55 (2011) 6, pp. 2074-2089
We develop a dynamic Bayesian beta model for modeling and forecasting single time series of rates or proportions. This work is related to a class of dynamic generalized linear models (DGLMs), although, for convenience, we use non-conjugate priors. The proposed methodology is based on approximate...