ISSN:
1573-1375
Keywords:
smoothing
;
Laplace method
;
autoregressive process
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract A problem involving non-stationary, discrete-time series of counts from a Poisson process with a varying but smooth intensity function is studied. A smoothness prior for the underlying intensity process is modelled using the hierarchical Bayesian approach, which is shown to provide an AR(1) representation for the intensity process. Since conjugate priors are not assumed, analytic derivation of estimates and predictions of the Poisson series are not available. Some reasonably good approximations are given and illustrated using data on British road casualties before and after the introduction of the seatbelt law.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00146948
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