Hierarchical Dynamic Beta Model
We develop a hierarchical dynamic Bayesian beta model for modelling a set of time series of rates or proportions. The proposed methodology enables to combine the information contained in different time series so that we can describe a common underlying system, which is though flexible enough to all...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2016-02-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/178 |