Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2006.03.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2110132815
@@ Property / OpenAlex ID: W2110132815 / rank @@
+Normal rank
@@ Property / cites work @@
+Marginal Likelihood From the Metropolis–Hastings Output
+Normal rank
@@ Property / cites work @@
+Likelihood Inference for Discretely Observed Nonlinear Diffusions
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
+Normal rank
@@ Property / cites work @@
+Q4450674
@@ Property / cites work: Q4450674 / rank @@
+Normal rank
@@ Property / cites work @@
+Structured priors for multivariate time series
@@ Property / cites work: Structured priors for multivariate time series / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+Stochastic Neural Networks With Applications to Nonlinear Time Series
+Normal rank
@@ Property / cites work @@
+Q3716094
@@ Property / cites work: Q3716094 / rank @@
+Normal rank
@@ Property / cites work @@
+SLEX Analysis of Multivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Mixtures-of-Experts and Hierarchical Mixtures-of-Experts Models With an Application to Speech Recognition
+Normal rank
@@ Property / cites work @@
+Time‐varying autoregressions with model order uncertainty
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
+Normal rank
@@ Property / cites work @@
+Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
+Normal rank
@@ Property / cites work @@
+On a logistic mixture autoregressive model
@@ Property / cites work: On a logistic mixture autoregressive model / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1010492