Kostas Triantafyllopoulos

zbMath Opentriantafyllopoulos.kostasMaRDI QIDQ2218855

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Inference of dynamic generalized linear models: on-line computation and appraisal	2024-07-17	Paper
Bayesian inference of multivariate rotated GARCH models with skew returns	2022-06-21	Paper
Bayesian inference of state space models. Kalman filtering and beyond	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
Multivariate discount weighted regression and local level models	2008-12-11	Paper
Decomposition of time series models in state-space form	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
scientific article; zbMATH DE number 5258187 (Why is no real title available?)	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
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

Research outcomes over time

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