Dynamic Generalized Linear Models
نویسندگان
چکیده
Dynamic Generalized Linear Models are generalizations of the Generalized Linear Models when the observations are time series and the parameters are allowed to vary through the time. They have been increasingly used in diierent areas such as epidemiology, econometrics and marketing. Here we make an overview of the diierent statistical methodolo-gies that have been proposed to deal with these models from the Bayesian viewpoint. Also, we present some of the challenges involved in the estimation process. Finally, two applications in epidemiology are presented showing the power of MCMC-based methodologies.
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