[图书][B] Bayesian hierarchical models: with applications using R

PD Congdon - 2019 - taylorfrancis.com
An intermediate-level treatment of Bayesian hierarchical models and their applications, this
book demonstrates the advantages of a Bayesian approach to data sets involving inferences …

Bayesian time‐varying autoregressive models of COVID‐19 epidemics

P Giudici, B Tarantino, A Roy - Biometrical Journal, 2023 - Wiley Online Library
The COVID‐19 pandemic has highlighted the importance of reliable statistical models
which, based on the available data, can provide accurate forecasts and impact analysis of …

[PDF][PDF] Bayesian semiparametric time varying model for count data to study the spread of the COVID-19 cases

A Roy, S Karmakar - arXiv preprint arXiv:2004.02281, 2020 - researchgate.net
Recent outbreak of the novel corona virus COVID-19 has affected all of our lives in one way
or the other. While medical researchers are working hard to find a cure and doctors/nurses …

Zero-modified count time series modeling with an application to influenza cases

MG Andrade, KS Conceição, N Ravishanker - AStA Advances in Statistical …, 2024 - Springer
The past few decades have seen considerable interest in modeling time series of counts,
with applications in many domains. Classical and Bayesian modeling have primarily …

[HTML][HTML] A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times

H Katz, KT Brusch, RE Weiss - International Journal of Forecasting, 2024 - Elsevier
In the hospitality industry, lead time data are a form of compositional data that are crucial for
business planning, resource allocation, and staffing. Hospitality businesses accrue fees …

Time-varying auto-regressive models for count time-series

A Roy, S Karmakar - Electronic Journal of Statistics, 2021 - projecteuclid.org
Count-valued time series data are routinely collected in many application areas. We are
particularly motivated to study the count time series of daily new cases, arising from the …

Bayesian log-linear beta-negative binomial integer-valued Garch model

Y Chu, K Yu - Computational Statistics, 2024 - Springer
When dealing with time series with outlying and atypical data, a commonly used approach is
to develop models based on heavy-tailed distributions. The literature coping with continuous …

Order selection in GARMA models for count time series: a Bayesian perspective

KZ Lastra, G Pumi, TS Prass - arXiv preprint arXiv:2409.07263, 2024 - arxiv.org
Estimation in GARMA models has traditionally been carried out under the frequentist
approach. To date, Bayesian approaches for such estimation have been relatively limited. In …

Predictive likelihood for coherent forecasting of count time series

S Mukhopadhyay, V Sathish - Journal of Forecasting, 2019 - Wiley Online Library
A new forecasting method based on the concept of the profile predictive likelihood function
is proposed for discrete‐valued processes. In particular, generalized autoregressive moving …

Bayesian Analysis of Beta Autoregressive Moving Average Models

AF Grande, G Pumi, GB Cybis - arXiv preprint arXiv:2307.07042, 2023 - arxiv.org
This work presents a Bayesian approach for the estimation of Beta Autoregressive Moving
Average ($\beta $ ARMA) models. We discuss standard choice for the prior distributions and …