Pages that link to "Item:Q3684997"
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The following pages link to Dynamic Generalized Linear Models and Bayesian Forecasting (Q3684997):
Displayed 48 items.
- Functional concurrent linear regression model for spatial images (Q2260207) (← links)
- Forecast bankruptcy using a blend of clustering and MARS model: case of US banks (Q2288890) (← links)
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
- A skew-normal dynamic linear model and Bayesian forecasting (Q2319480) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- Bayes linear kinematics in a dynamic survival model (Q2374527) (← links)
- An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data (Q2489572) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA (Q2810399) (← links)
- Dynamic Bayesian Combination of Multiple Imperfect Classifiers (Q2822296) (← links)
- Dynamic spatial Bayesian models for radioactivity deposition (Q2851986) (← links)
- Dynamic Logistic Regression and Dynamic Model Averaging for Binary Classification (Q2893978) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- Second-order Bayesian revision of a generalised linear model (Q3077720) (← links)
- Bayesian estimation procedure in multiprocess non-linear dynamic generalized model (Q3125755) (← links)
- Finite population prediction under dynamic generalized linear models (Q3471419) (← links)
- Optimal collapsing of mixture distributions in robust recursive estimation (Q3473158) (← links)
- Bayesian break-point forecasting in parallel time series, with application to university admissions (Q3765085) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- A new method for assessing multivariate normality with graphical applications (Q4019334) (← links)
- A dynamic bayesian approach to inference from accelerated life tests (Q4240798) (← links)
- Short run spc based upon the second order dynamic linear model for trend detection (Q4275708) (← links)
- Monte carlo filter using the genetic algorithm operators (Q4361980) (← links)
- An adaptation of the EWMA chart for short run SPC (Q4399088) (← links)
- Extensions of multiple linear regression (Q4550657) (← links)
- Prediction Using Partly Conditional Time‐Varying Coefficients Regression Models (Q4666679) (← links)
- Modeling Seroadaptation and Sexual Behavior Among HIV<sup>+</sup> Study Participants with a Simultaneously Multilevel and Multivariate Longitudinal Count Model (Q4919591) (← links)
- Transfer functions in dynamic generalized linear models (Q4970563) (← links)
- Modelling zero-inflated spatio-temporal processes (Q4970902) (← links)
- Eliciting prior distributions for extra parameters in some generalized linear models (Q4971421) (← links)
- A scalable quasi-Newton estimation algorithm for dynamic generalised linear models (Q5051332) (← links)
- Bayesian Computation in Dynamic Latent Factor Models (Q5057076) (← links)
- Dynamic Bayesian adjustment of anticipatory covariates in retrospective data: application to the effect of education on divorce risk (Q5073405) (← links)
- Dynamic model averaging adapted to dynamic regression models for time series of counts (Q5084000) (← links)
- Dynamic approach to linear statistical calibration with an application in microwave radiometry (Q5106755) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- Parameter-driven state-space model for integer-valued time series with application (Q5107398) (← links)
- Multiresolution anomaly detection method for fractional Gaussian noise (Q5128623) (← links)
- (Q5134553) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
- Mixture Markov regression model with application to mosquito surveillance data analysis (Q5348685) (← links)
- A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
- Time-varying coefficient cumulative gap time models for intensive longitudinal ecological momentary assessment data with missingness (Q5861269) (← links)
- Understanding the Ensemble Kalman Filter (Q5884466) (← links)
- Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
- Bayes linear Bayes networks with an application to prognostic indices (Q6122030) (← links)
- A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior (Q6150368) (← links)