The following pages link to dlm (Q16676):
Displaying 26 items.
- MfUSampler (Q32262) (← links)
- (Q61467) (redirect page) (← links)
- DepCens (Q61472) (← links)
- exdqlm (Q75380) (← links)
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming (Q273610) (← links)
- Power-weighted densities for time series data (Q288591) (← links)
- OpenMX 2.0: extended structural equation and statistical modeling (Q316788) (← links)
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (Q398210) (← links)
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
- Comparison of the performance of particle filter algorithms applied to tracking of a disease epidemic (Q459362) (← links)
- Multiple hidden Markov models for categorical time series (Q495338) (← links)
- A hierarchical state space approach to affective dynamics (Q631947) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Bayesian sequential experimental design for binary response data with application to electromyographic experiments (Q899024) (← links)
- Dynamic Bayesian beta models (Q901598) (← links)
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter (Q1623448) (← links)
- Approximation error approach in spatiotemporally chaotic models with application to Kuramoto-Sivashinsky equation (Q1662815) (← links)
- Observer synthesis for linear hybrid systems with constrained discrete dynamics (Q1680834) (← links)
- Studying the effective brain connectivity using multiregression dynamic models (Q1705546) (← links)
- Likelihood-free approximate Gibbs sampling (Q2195848) (← links)
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique (Q2359504) (← links)
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (Q2691713) (← links)
- Multivariate Stochastic Volatility Estimation Using Particle Filters (Q2787388) (← links)
- Forecasting Multivariate Road Traffic Flows Using Bayesian Dynamic Graphical Models, Splines and Other Traffic Variables (Q2802832) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
