Pages that link to "Item:Q5408111"
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The following pages link to A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111):
Displaying 12 items.
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- Sequential Bayesian analysis of multivariate count data (Q1631552) (← links)
- Sequential modeling, monitoring, and forecasting of streaming web traffic data (Q2135354) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
- Spatiotemporal point processes: regression, model specifications and future directions (Q2330482) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- Modeling for seasonal marked point processes: an analysis of evolving hurricane occurrences (Q2349577) (← links)
- Exact Bayesian Inference in Spatiotemporal Cox Processes Driven by Multivariate Gaussian Processes (Q4603818) (← links)
- Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category (Q4620239) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
- Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
