Bayesian time series models
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Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Applications of optimal control and differential games (49N90) Stochastic systems and control (93Exx)
Cited in
(22)- scientific article; zbMATH DE number 5227802 (Why is no real title available?)
- Bayesian Analysis of Time Series
- Bayesian long-run prediction in time series models
- Dynamic changepoint detection in count time series: a particle filter approach
- A tutorial on variational Bayes for latent linear stochastic time-series models
- Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models
- Bayesian Subset Model Selection for Time Series
- A mathematical model for the dynamics and MCMC analysis of tomato bacterial wilt disease
- A cheat sheet for Bayesian prediction
- scientific article; zbMATH DE number 1086061 (Why is no real title available?)
- A tutorial on particle filters
- Hybrid time Bayesian networks
- Unsupervised separation of dynamics from pixels
- Predicting the present with Bayesian structural time series
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
- Micro–Macro Changepoint Inference for Periodic Data Sequences
- Bayes Nets of Time Series: Stochastic Realizations and Projections
- Hierarchical reinforced urn processes
- Graphical Influence Diagnostics for Changepoint Models
- scientific article; zbMATH DE number 1114381 (Why is no real title available?)
- Variational Bayesian approximation of inverse problems using sparse precision matrices
- Time Between Events Monitoring for Imperfect Maintained Systems with Application to a Robotic System
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