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We analyze multivariate binary time series using a mixed parameterization in terms of the conditional expectations given the past and the pairwise canonical interactions among contemporaneous variables. This allows consistent inference on the influence of past variables even if the...
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out ML-estimation of SV models as well as simulation smoothing where the latent volatilities are sampled at once. Based on … this EIS simulation smoother a Bayesian Markov Chain Monte Carlo (MCMC) posterior analysis of the parameters of SV models …
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A framework for the statistical analysis of counts from infectious disease surveillance database is proposed. In its simplest form, the model can be seen as a Poisson branching process model with immigration. Extensions to include seasonal effects, time trends and overdispersion are outlined....
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