A family of multivariate non‐gaussian time series models (Q5135318): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Sequential Bayesian analysis of multivariate count data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Call center arrival modeling: A Bayesian state-space approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Assessment of mortgage default risk via Bayesian state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditionally specified distributions: An introduction. (With comments and a rejoinder). / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate Distributions With Exponential Conditionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle learning and smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle learning for general mixtures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3922034 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo maximum likelihood estimation for non-Gaussian state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD / rank
 
Normal rank
Property / cites work
 
Property / cites work: On particle methods for parameter estimation in state-space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian State-Space Modeling of Nonstationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: An extended Lomax distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate distributions for the life lengths of components of a system sharing a common environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Methods for Dynamic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle Learning for Fat-Tailed Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle filters and Bayesian inference in financial econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Families of Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Lomax distribution: properties and usefulness in reliability theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtering via Simulation: Auxiliary Particle Filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential parameter learning and filtering in structured autoregressive state-space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3558525 / 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: A Generalization of the Gamma Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Look at the Burr and Related Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Vector Autoregressions with Stochastic Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle learning for Bayesian semi-parametric stochastic volatility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Generalized Linear Models and Bayesian Forecasting / rank
 
Normal rank

Revision as of 01:27, 24 July 2024

scientific article; zbMATH DE number 7276154
Language Label Description Also known as
English
A family of multivariate non‐gaussian time series models
scientific article; zbMATH DE number 7276154

    Statements

    A family of multivariate non‐gaussian time series models (English)
    0 references
    0 references
    0 references
    0 references
    20 November 2020
    0 references
    state space
    0 references
    non-Gaussian time series
    0 references
    dynamic time series
    0 references
    particle learning
    0 references
    stochastic volatility
    0 references
    0 references
    0 references
    0 references

    Identifiers

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