Pages that link to "Item:Q4677043"

The following pages link to Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes (Q4677043):

Displaying 14 items.

• Structure and parameter identification for Bayesian Hammerstein system (Q494757) (← links)
• A multi-resolution, non-parametric, Bayesian framework for identification of spatially-varying model parameters (Q843476) (← links)
• Partially linear beta regression model with autoregressive errors (Q905104) (← links)
• Bayesian analysis of autoregressive moving average processes with unknown orders (Q1010539) (← links)
• A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities (Q1020103) (← links)
• Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation (Q1623396) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• Transdimensional transformation based Markov chain Monte Carlo (Q1729804) (← links)
• Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
• Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
• Computational system identification for Bayesian NARMAX modelling (Q2628471) (← links)
• Adaptive Proposal Construction for Reversible Jump MCMC (Q3552942) (← links)
• Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (Q4921600) (← links)
• Nonreversible Jump Algorithms for Bayesian Nested Model Selection (Q5066387) (← links)