Bayesian Forecasting for Time Series of Categorical Data-Reference-Cited by-同舟云学术

Bayesian Forecasting for Time Series of Categorical Data

Published:2016-05-09 Issue:3 Volume:36 Page:217-229
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Angers Jean-François¹,Biswas Atanu²,Maiti Raju³

Affiliation:

1. Université de Montréal; Quebec Canada

2. Applied Statistics Unit; Indian Statistical Institute; Kolkata India

3. Centre for Quantitative Medicine; Duke-NUS Graduate Medical School; Singapore

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference39 articles.

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2. Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts;Albert;Journal of Business and Economic Statistics,1993

3. Bayesian estimation of an autoregressive model using Markov chain Monte Carlo;Barnett;Journal of Econometrics,1996

4. Robust Bayesian estimation of autoregressive- moving-average models;Barnett;Journal of Time Series Analysis,1997

5. Noninformative priors and Bayesian testing for the AR(1) model;Berger;Econometric Theory,1994

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