Some properties and generalizations of non-negative bayesian time series models

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 59, Issue 3, 1997, Pages 615-626

  Grunwald, Gary K ^a,c   Hamza, Kais ^a   Hyndman, Rob J ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b MONASH UNIVERSITY   (Australia)

^c NONE   (United States)

Author keywords

Bayesian Forecasting; Exponential Family Time Series; Exponentially Weighted Moving Average; Non negative Time Series; Poisson Time Series; Power Steady Model

Indexed keywords

EID: 0000851135     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00086     Document Type: Article

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