R. Paroli

Available identifiers

Publication	Date of Publication	Type
An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models	2024-10-11	Paper
Objective Bayesian comparison of order-constrained models in contingency tables	2020-05-06	Paper
Bayesian variable selection in a class of mixture models for ordinal data: a comparative study	2020-03-27	Paper
Objective Bayesian comparison of constrained analysis of variance models	2017-11-30	Paper
Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models	2016-06-01	Paper
Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables	2009-06-12	Paper
Bayesian Inference and Forecasting in Dynamic Neural Networks with Fully Markov Switching ARCH Noises	2008-09-24	Paper
Bayesian Variable Selection in Markov Mixture Models	2008-03-18	Paper
Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution	2007-03-20	Paper
Seasonal autoregressions with regime switching	2007-02-02	Paper
Parameter estimation of Gaussian hidden Markov models when missing observations occur	2004-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q5287119	1993-08-30	Paper

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