Kostas Triantafyllopoulos

Available identifiers

zbMath Open triantafyllopoulos.kostasMaRDI QIDQ2218855

List of research outcomes

Publication	Date of Publication	Type
Bayesian inference of multivariate rotated GARCH models with skew returns	2022-06-21	Paper
Bayesian Inference of State Space Models	2021-08-24	Paper
Dynamic non-parametric monitoring of air-pollution	2021-01-18	Paper
Time-varying vector autoregressive models with stochastic volatility	2020-09-30	Paper
Lomax distribution and asymptotical ML estimations based on record values for probability density function and cumulative distribution function	2019-10-16	Paper
Multivariate Stochastic Volatility Estimation Using Particle Filters	2016-02-25	Paper
Multi-variate stochastic volatility modelling using Wishart autoregressive processes	2014-11-20	Paper
Real-time covariance estimation for the local level model	2014-06-16	Paper
A Bayesian analysis of moving average processes with time-varying parameters	2009-06-02	Paper
A note on state space representations of locally stationary wavelet time series	2009-01-21	Paper
Decomposition of time series models in state-space form	2008-12-11	Paper
Multivariate discount weighted regression and local level models	2008-12-11	Paper
Missing observation analysis for matrix-variate time series data	2008-11-14	Paper
Reference Priors for Matrix-Variate Dynamic Linear Models	2008-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q5455239	2008-04-03	Paper
Multivariate stochastic volatility with Bayesian dynamic linear models	2008-03-06	Paper
Feedback quality adjustment with Bayesian state‐space models	2007-12-16	Paper
Convergence of Discount Time Series Dynamic Linear Models	2007-10-24	Paper
A Note on the Canonical Structure of Multivariate Dynamic Linear Models	2007-05-08	Paper
https://portal.mardi4nfdi.de/entity/Q4825413	2004-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4464930	2004-05-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Kostas Triantafyllopoulos