Neural Network Models for Conditional Distribution Under Bayesian Analysis
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Cites work
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
- Bayesian Analysis of Nonlinear Autoregression Models Based on Neural Networks
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach
- Bayesian analysis of switching ARCH models
- Dealing With Label Switching in Mixture Models
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
- Exact predictive densities for linear models with ARCH disturbances
- Generalized autoregressive conditional heteroscedasticity
- Marginal Likelihood From the Metropolis–Hastings Output
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Using simulation methods for bayesian econometric models: inference, development,and communication
Cited in
(7)- Neural learning for distributions on categorical data
- Bayesian testing for non-linearity in volatility modeling
- Sea Surface Temperature Modeling using Radial Basis Function Networks With a Dynamically Weighted Particle Filter
- A Bayesian generalized linear model for Crimean-Congo hemorrhagic fever incidents
- Bayesian Analysis of Nonlinear Autoregression Models Based on Neural Networks
- Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration
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