Bayesian Forecasting of Multinomial Time Series through Conditionally Gaussian Dynamic Models

Journal of the American Statistical Association

Volumn 92, Issue 438, 1997, Pages 640-647

  Cargnoni, Claudia ^a   Müller, Peter ^b   West, Mike ^b  

^a UNIVERSITY OF FLORENCE   (Italy)

^b DUKE UNIVERSITY   (United States)

Author keywords

Categorical data; Hierarchical dynamic model; Markov chain Monte Carlo; Posterior simulation; State space model

Indexed keywords

EID: 0039494991     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1997.10474015     Document Type: Article

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