Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Paulo H. D. da Silva"'
Publikováno v:
Communications in Statistics - Simulation and Computation. 50:501-524
There is an extensive literature on observation-driven approaches for count time series. Their deterministic parameter-updating procedure, based on lagged dependent variables, leads to closed-form ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f0a8efe6a474e4dfd9caa4c126dffde2
https://doi.org/10.1080/03610918.2018.1563150
https://doi.org/10.1080/03610918.2018.1563150
Publikováno v:
Journal of Statistical Computation and Simulation. 87:42-68
We study Bayesian dynamic models for detecting changepoints in count time series that present structural breaks. As the inferential approach, we develop a parameter learning version of the algorithm proposed by Chopin [Chopin N. Dynamic detection of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::70a0a4e3bf50688a0d95544c4c9880f0
https://doi.org/10.1080/00949655.2016.1192171
https://doi.org/10.1080/00949655.2016.1192171