On the observability of copula state space models using a Bayesian approach
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Cites work
- A Bayesian non-linear state space copula model for air pollution in Beijing
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- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Model distances for vine copulas in high dimensions
- On the distribution of points in a cube and the approximate evaluation of integrals
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Quasi-random numbers for copula models
- Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
- Remarks on a Multivariate Transformation
- Structured factor copula models: theory, inference and computation
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- Time series analysis by state space methods.
- Uniformly distributed sequences with an additional uniform property
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