2 papers
stat.ME2025
An Efficient Sequential Approach for k-Parametric Dynamic Generalised Linear Models
Mariane Branco Alves, Helio S. Migon, Silvaneo V. Santos +2
A novel sequential inferential method for Bayesian dynamic generalised linear models is presented, addressing both univariate and multivariate -parametric exponential families.…
stat.ME2024
kDGLM: a R package for Bayesian analysis of Generalized Dynamic Linear Models
Silvaneo V. dos Santos, Mariane Branco Alves, Helio S. Migon
This paper introduces kDGLM, an R package designed for Bayesian analysis of Generalized Dynamic Linear Models (GDLM), with a primary focus on both uni- and multivariate exponential…