| Publication | Date of Publication | Type |
|---|
Inference of dynamic generalized linear models: on-line computation and appraisal
International Statistical Review | 2024-07-17 | Paper |
Bayesian inference of multivariate rotated GARCH models with skew returns
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Bayesian inference of state space models. Kalman filtering and beyond
Springer Texts in Statistics | 2021-08-24 | Paper |
Dynamic non-parametric monitoring of air-pollution
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Time-varying vector autoregressive models with stochastic volatility
Journal of Applied Statistics | 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
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
Multi-variate stochastic volatility modelling using Wishart autoregressive processes
Journal of Time Series Analysis | 2014-11-20 | Paper |
Real-time covariance estimation for the local level model
Journal of Time Series Analysis | 2014-06-16 | Paper |
A Bayesian analysis of moving average processes with time-varying parameters
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
A note on state space representations of locally stationary wavelet time series
Statistics & Probability Letters | 2009-01-21 | Paper |
A note on state space representations of locally stationary wavelet time series
Statistics & Probability Letters | 2009-01-21 | Paper |
Multivariate discount weighted regression and local level models
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Decomposition of time series models in state-space form
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Missing observation analysis for matrix-variate time series data
Statistics & Probability Letters | 2008-11-14 | Paper |
Missing observation analysis for matrix-variate time series data
Statistics & Probability Letters | 2008-11-14 | Paper |
Reference Priors for Matrix-Variate Dynamic Linear Models
Communications in Statistics: Theory and Methods | 2008-05-19 | Paper |
| scientific article; zbMATH DE number 5258187 (Why is no real title available?) | 2008-04-03 | Paper |
Multivariate stochastic volatility with Bayesian dynamic linear models
Journal of Statistical Planning and Inference | 2008-03-06 | Paper |
Feedback quality adjustment with Bayesian state‐space models
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
Convergence of Discount Time Series Dynamic Linear Models
Communications in Statistics: Theory and Methods | 2007-10-24 | Paper |
A Note on the Canonical Structure of Multivariate Dynamic Linear Models
Communications in Statistics: Theory and Methods | 2007-05-08 | Paper |
| scientific article; zbMATH DE number 2111566 (Why is no real title available?) | 2004-10-28 | Paper |
| scientific article; zbMATH DE number 2068345 (Why is no real title available?) | 2004-05-27 | Paper |
