Hierarchical Dynamic Beta Model

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...

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Bibliographic Details
Main Authors: Cibele Queiroz Da-Silva, Helio S. Migon
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2016-02-01
Series:Revstat Statistical Journal
Subjects:
dynamic models
beta distribution
hierarchical models
Bayesian analysis
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/178

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