Finding market structure by sales count dynamics - Multivariate structural time series models with hierarchical structure for count data -

Annals of the Institute of Statistical Mathematics

Volumn 62, Issue 1, 2010, Pages 91-107

  Terui, Nobuhiko ^a   Ban, Masataka ^b   Maki, Toshihiko ^a  

^a TOHOKU UNIVERSITY   (Japan)

^b MEJIRO UNIVERSITY   (Japan)

Author keywords

Count data; Generalized linear model; Hierarchical market structure; MCMC; Poisson multinomial distribution; POS time series; Predictive density

Indexed keywords

GENERALIZED LINEAR MODEL; HIERARCHICAL MARKET STRUCTURE; MARKET STRUCTURES; MULTINOMIAL DISTRIBUTIONS; PREDICTIVE DENSITY;

COMMERCE; MATHEMATICAL MODELS; SALES; TIME SERIES;

POISSON DISTRIBUTION;

EID: 77950690945     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-009-0244-2     Document Type: Article

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