Bayesian Models for Non‐linear Autoregressions
From MaRDI portal
Recommendations
Cited in
(40)- Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Bayesian mixture of autoregressive models
- Bayes factors and nonlinearity: Evidence from economic time series
- Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model
- Bayesian nonparametric forecasting for INAR models
- A Bayesian nonparametric Markovian model for non-stationary time series
- Bayesian time series regression with nonparametric modeling of autocorrelation
- Sequential Bayesian kernel modelling with non-Gaussian noise
- Bayesian analysis of mixture autoregressive models covering the complete parameter space
- A unified approach to nonlinearity, structural change, and outliers
- A Bayesian non-parametric dynamic AR model for multiple time series analysis
- Mixtures of nonparametric autoregressions
- Modeling nonlinear time series with local mixtures of generalized linear models
- A nonparametric model for stationary time series
- Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises
- Objective Bayesian analysis for autoregressive models with nugget effects
- scientific article; zbMATH DE number 1944299 (Why is no real title available?)
- Bayesian inference and forecasting in the stationary bilinear model
- A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
- scientific article; zbMATH DE number 2161548 (Why is no real title available?)
- scientific article; zbMATH DE number 1383466 (Why is no real title available?)
- Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
- A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
- Autoregression with non-Gaussian innovations
- Autoregressive density modeling with the Gaussian process mixture transition distribution
- Stationary Autoregressive Models via a Bayesian Nonparametric Approach
- Bayesian Analysis of Nonlinear Autoregression Models Based on Neural Networks
- Nonlinear autoregressive models with optimality properties
- Finite Mixture Model: Prediction of Time Series Data Using Bayesian Method
- Bayesian nonparametric density autoregression with lag selection
- A Monte Carlo Markov chain algorithm for a class of mixture time series models
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
- Bayesian semiparametric stochastic volatility modeling
- Modeling nonlinearities with mixtures-of-experts of time series models
- A simple class of Bayesian nonparametric autoregression models
- Bayesian reconstructions and predictions of nonlinear dynamical systems via the hybrid Monte Carlo scheme
- A Bayesian nonparametric study of a dynamic nonlinear model
- Nonparametric Bayesian multiple testing for longitudinal performance stratification
This page was built for publication: Bayesian Models for Non‐linear Autoregressions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4379711)
