17 citations · 30 across the 3 of their papers we have counts for
3 papers
stat.ME2008★ 3 cited
Dynamic generalized linear models for non-Gaussian time series forecasting
K. Triantafyllopoulos
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesi…
stat.ME2008★ 17 cited
Multivariate control charts based on Bayesian state space models
K. Triantafyllopoulos
This paper develops a new multivariate control charting method for vector autocorrelated and serially correlated processes. The main idea is to propose a Bayesian multivariate loca…
stat.ME2008★ 10 cited
Covariance estimation for multivariate conditionally Gaussian dynamic linear models
K. Triantafyllopoulos
In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the stan…