The following pages link to Dynamic Linear Models with R (Q5322365):
Displaying 35 items.
- dlm (Q16676) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming (Q273610) (← links)
- Power-weighted densities for time series data (Q288591) (← links)
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (Q398210) (← links)
- Comparison of the performance of particle filter algorithms applied to tracking of a disease epidemic (Q459362) (← links)
- Multiple hidden Markov models for categorical time series (Q495338) (← links)
- A hierarchical state space approach to affective dynamics (Q631947) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Bayesian sequential experimental design for binary response data with application to electromyographic experiments (Q899024) (← links)
- Dynamic Bayesian beta models (Q901598) (← links)
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter (Q1623448) (← links)
- Approximation error approach in spatiotemporally chaotic models with application to Kuramoto-Sivashinsky equation (Q1662815) (← links)
- Studying the effective brain connectivity using multiregression dynamic models (Q1705546) (← links)
- Bayesian dynamic linear models for estimation of phenological events from remote sensing data (Q1722620) (← links)
- Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing (Q1737508) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Multivariate time series analysis from a Bayesian machine learning perspective (Q2023869) (← links)
- A closed-form filter for binary time series (Q2058780) (← links)
- Structured expert judgement issues in a supply chain cyber risk management system (Q2086380) (← links)
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math (Q2152408) (← links)
- Likelihood-free approximate Gibbs sampling (Q2195848) (← links)
- Dynamics identification and forecasting of COVID-19 by switching Kalman filters (Q2221741) (← links)
- Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
- Dynamic time series smoothing for symbolic interval data applied to neuroscience (Q2660946) (← links)
- Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics (Q2691738) (← links)
- Multivariate Stochastic Volatility Estimation Using Particle Filters (Q2787388) (← links)
- Imputation for multisource data with comparison and assessment techniques (Q4620238) (← links)
- Variable Selection in Switching Dynamic Regression Models (Q5877590) (← links)
- Assessing ecosystem state space models: identifiability and estimation (Q6050919) (← links)
- Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification (Q6117709) (← links)
- Gaussian orthogonal latent factor processes for large incomplete matrices of correlated data (Q6121983) (← links)
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data (Q6138630) (← links)
- A flexible two-piece normal dynamic linear model (Q6148405) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)