Pages that link to "Item:Q4943405"
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The following pages link to Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (Q4943405):
Displaying 50 items.
- Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
- Bayesian state space models for dynamic genetic network construction across multiple tissues (Q309414) (← links)
- Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620) (← links)
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- Bayesian non-parametric signal extraction for Gaussian time series (Q736535) (← links)
- Particle efficient importance sampling (Q894644) (← links)
- Decomposition of time series models in state-space form (Q959310) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Intervention analysis with state-space models to estimate discontinuities due to a survey redesign (Q993279) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
- Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
- Regression models for binary time series with gaps (Q1023754) (← links)
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing (Q1424631) (← links)
- Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter (Q1615200) (← links)
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- Sequential Bayesian analysis of multivariate count data (Q1631552) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Estimation methods for a flexible INAR(1) COM-Poisson time series model (Q1653860) (← links)
- Model selection for time series of count data (Q1662312) (← links)
- Analyzing the full BINMA time series process using a robust GQL approach (Q1695684) (← links)
- Exact Bayesian designs for count time series (Q1727929) (← links)
- Markov regression models for count time series with excess zeros: a partial likelihood approach (Q1756183) (← links)
- The marginal likelihood of dynamic mixture models (Q1927041) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Stationarity of generalized autoregressive moving average models (Q1952209) (← links)
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data (Q2152401) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- Frequentist delta-variance approximations with mixed-effects models and TMB (Q2242005) (← links)
- Fitting EXPAR models through the extended Kalman filter (Q2347553) (← links)
- Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (Q2435241) (← links)
- Generalized dynamic panel data models with random effects for cross-section and time (Q2451769) (← links)
- Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling (Q2512765) (← links)
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
- Generalized dynamic linear models for financial time series (Q2722286) (← links)
- Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations (Q2920273) (← links)
- Sequential Monte Carlo methods for stochastic volatility models: a review (Q3008580) (← links)
- Integrating Mark-Recapture-Recovery and Census Data to Estimate Animal Abundance and Demographic Parameters (Q3078985) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- (Q3143806) (← links)
- A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers (Q3155632) (← links)
- Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers (Q3156189) (← links)
- HGLMs for analysis of correlated non-normal data (Q3297927) (← links)
- Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category (Q4620239) (← links)
