2 papers
stat.ME2025
On non-stationarity of the Poisson gamma state space models
Kaoru Irie, Tevfik Aktekin
The Poisson-gamma state space (PGSS) models have been utilized in the analysis of non-negative integer-valued time series to sequentially obtain closed form filtering and predictiv…
stat.ME2016
Sequential Bayesian Analysis of Multivariate Count Data
Tevfik Aktekin, Nicholas G. Polson, Refik Soyer
We develop a new class of dynamic multivariate Poisson count models that allow for fast online updating and we refer to these models as multivariate Poisson-scaled beta (MPSB). The…