Pages that link to "Item:Q3142139"
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The following pages link to Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (Q3142139):
Displaying 31 items.
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Dynamic detection of change points in long time series (Q995801) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- Detection of additive outliers in bilinear time series (Q1391800) (← links)
- Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data (Q2174726) (← links)
- On the evolution of the monetary policy transmission mechanism (Q2271686) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
- Covariance changes detection in multivariate time series (Q2433827) (← links)
- Innovational Outliers in INAR(1) Models (Q3064076) (← links)
- A Bayesian nonlinearity test for threshold moving average models (Q3103187) (← links)
- Break Detection for a Class of Nonlinear Time Series Models (Q3552855) (← links)
- Monitoring the parameter changes in general ARIMA time series models (Q3591875) (← links)
- STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS (Q4319847) (← links)
- Change-point models in industrial applications (Q4378946) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- The Identification of Multiple Outliers in ARIMA Models (Q4707037) (← links)
- BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (Q4854212) (← links)
- Bayesian analysis of autoregressive time series with change points (Q5123761) (← links)
- A Bayesian multiple structural change regression model with autocorrelated errors (Q5138116) (← links)
- A Bayesian model for multiple change point to extremes, with application to environmental and financial data (Q5138717) (← links)
- Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
- Clustering Multiple Time Series with Structural Breaks (Q5382475) (← links)
- A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942) (← links)
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
- Bayesian analysis of multiple break-points threshold ARMA model with exogenous inputs (Q6067517) (← links)
- BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
- A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)