A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The log-linear model with a generalized gamma distribution for the error: A Bayesian approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle Filtering for Partially Observed Gaussian State Space Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Gibbs sampling for state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle learning and smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: On computing the expected Fisher information matrix for state-space model parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Generalized Linear Models with Application to Environmental Epidemiology / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760417 / rank
 
Normal rank
Property / cites work
 
Property / cites work: REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate statistical modelling based on generalized linear models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Objective Bayesian analysis for the Student-t regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence Intervals for the Hyperparameters in Structural Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Bayesian Models for Survival Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chain Monte Carlo for dynamic generalised linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition of time series models in state-space form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272785 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Borel-Tanner distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic generalized linear models and repeated measurements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3716094 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing Stationary Time Series Models Using Auxiliary Variables With Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local scale models. State space alternative to integraded GARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood analysis of non-Gaussian measurement time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723549 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Measures of Model Complexity and Fit / rank
 
Normal rank
Property / cites work
 
Property / cites work: On singular Wishart and singular multivariate beta distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On scale mixtures of normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian forecasting and dynamic models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Generalized Linear Models and Bayesian Forecasting / rank
 
Normal rank

Latest revision as of 13:55, 7 July 2024

scientific article; zbMATH DE number 6281714
Language Label Description Also known as
English
A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD
scientific article; zbMATH DE number 6281714

    Statements

    A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (English)
    0 references
    0 references
    0 references
    8 April 2014
    0 references
    classical inference
    0 references
    Bayesian
    0 references
    forecasting
    0 references
    nonlinear system evolution
    0 references
    smoothing
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references