BAYESIAN CONSISTENCY FOR STATIONARY MODELS (Q2886964): Difference between revisions

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-Q175471
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+Stephen G. Walker
@@ Property / author: Stephen G. Walker / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
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@@ Property / cites work @@
+Integral Representations of Invariant Measures
@@ Property / cites work: Integral Representations of Invariant Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Calculating posterior distributions and modal estimates in Markov mixture models
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@@ Property / cites work @@
+Martingale estimation functions for discretely observed diffusion processes
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@@ Property / cites work @@
+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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@@ Property / cites work @@
+Bayesian Inference on Periodicities and Component Spectral Structure in Time Series
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@@ Property / cites work @@
+Priors and Component Structures in Autoregressive Time Series Models
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@@ Property / cites work @@
+Likelihood-Based Estimation of Latent Generalized ARCH Structures
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@@ Property / cites work @@
+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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@@ Property / cites work @@
+Estimation of the coefficients of a diffusion from discrete observations
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@@ Property / cites work @@
+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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@@ Property / cites work @@
+Stationary Autoregressive Models via a Bayesian Nonparametric Approach
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466607070314
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@@ Property / OpenAlex ID @@
+W2098777646
@@ Property / OpenAlex ID: W2098777646 / rank @@
+Normal rank