An adaptive resampling scheme for cycle estimation

DOI10.1080/02664769922287MaRDI QIDQ4935485zbMATH OpenOpenAlexFDO

Authors Dani Gamerman, Alexandra M. Schmidt, Ajax R. Bello Moreira

Publication date 12 November 2000

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/220167

zbMATH Keywords

hyper-parametersmarginal posteriorsampling importance resamplingtime series

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Inference from stochastic processes and prediction (62M20)

Recommendations

• Bayesian Inference in Cyclical Component Dynamic Linear Models
• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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Cites work

• Applications of a Method for the Efficient Computation of Posterior Distributions
• Bayesian forecasting and dynamic models.
• Bayesian Inference in Cyclical Component Dynamic Linear Models
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• Hyperparameter estimation in forecast models.
• Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
• Monte Carlo sampling methods using Markov chains and their applications
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(7)

• Hyperparameter estimation in forecast models.
• Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
• Bayesian Inference in Cyclical Component Dynamic Linear Models
• BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES
• Comparison of sampling schemes for dynamic linear models
• Comparison of classical and Bayesian approaches for intervention analysis
• Space-varying regression models: specifications and simulation

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• STAMP

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