| Publication | Date of Publication | Type |
|---|
| A Statistical Recurrent Stochastic Volatility Model for Stock Markets | 2024-03-05 | Paper |
| Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments | 2024-01-08 | Paper |
| Automatically adapting the number of state particles in \(\text{SMC}^2\) | 2023-07-21 | Paper |
| The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC | 2022-03-29 | Paper |
| Speeding up MCMC by Delayed Acceptance and Data Subsampling | 2022-03-28 | Paper |
| Subsampling sequential Monte Carlo for static Bayesian models | 2020-11-04 | Paper |
| A flexible particle Markov chain Monte Carlo method | 2020-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5214185 | 2020-02-07 | Paper |
| Speeding Up MCMC by Efficient Data Subsampling | 2019-08-27 | Paper |
| Subsampling MCMC -- an introduction for the survey statistician | 2019-08-07 | Paper |
| Generalized smooth finite mixtures | 2017-05-12 | Paper |
| On some properties of Markov chain Monte Carlo simulation methods based on the particle filter | 2017-05-12 | Paper |
| On particle Gibbs samplers | 2017-01-11 | Paper |
| Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals | 2016-07-29 | Paper |
| Regression density estimation using smooth adaptive Gaussian mixtures | 2016-07-25 | Paper |
| Efficient estimation of covariance selection models | 2016-06-27 | Paper |
| A unified approach to nonlinearity, structural change, and outliers | 2016-05-02 | Paper |
| Nonparametric estimation of the distribution function in contingent valuation models | 2016-02-12 | Paper |
| Particle efficient importance sampling | 2015-12-02 | Paper |
| Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator | 2015-06-26 | Paper |
| A duality formula for Feynman-Kac path particle models | 2015-06-05 | Paper |
| A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving | 2015-02-03 | Paper |
| Bayesian inference for nonlinear structural time series models | 2014-11-11 | Paper |
| On particle Gibbs Markov chain Monte Carlo models | 2014-04-23 | Paper |
| Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts | 2013-05-28 | Paper |
| Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach | 2011-04-19 | Paper |
| Bayesian estimation of a random effects heteroscedastic probit model | 2010-10-15 | Paper |
| Bayesian inference using adaptive sampling | 2010-06-30 | Paper |
| Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models | 2010-04-23 | Paper |
| Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models | 2009-06-12 | Paper |
| Multivariate probit models for conditional claim-types | 2009-05-12 | Paper |
| Adaptive sampling for Bayesian variable selection | 2008-12-10 | Paper |
| BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE | 2007-03-20 | Paper |
| Statistical Correction of a Deterministic Numerical Weather Prediction Model | 2004-06-10 | Paper |
| Model Selection in Spline Nonparametric Regression | 2003-08-07 | Paper |
| Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior | 2002-07-30 | Paper |
| Efficient Bayesian Inference for Dynamic Mixture Models | 2002-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4947006 | 2001-10-03 | Paper |
| ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS | 2000-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938801 | 2000-05-18 | Paper |
| Diagnostics for Time Series Analysis | 2000-03-01 | Paper |
| Accuracy and efficiency of alternative spline smoothing algorithms | 1999-11-08 | Paper |
| A Bayesian Approach to Robust Binary Nonparametric Regression | 1999-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4364008 | 1998-06-18 | Paper |
| A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models | 1997-12-15 | Paper |
| Bayesian estimation of an autoregressive model using Markov chain Monte Carlo | 1997-06-26 | Paper |
| A Bayesian approach to additive semiparametric regression | 1997-01-07 | Paper |
| Markov chain Monte Carlo in conditionally Gaussian state space models | 1996-12-08 | Paper |
| A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS | 1996-09-22 | Paper |
| Testing of linearity in a semiparametric regression model | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324837 | 1995-06-06 | Paper |
| Nonparametric spline regression with prior information | 1993-07-21 | Paper |
| The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters | 1993-04-01 | Paper |
| Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics | 1993-02-04 | Paper |
| Nonparametric spline regression with autoregressive moving average errors | 1992-11-29 | Paper |
| FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS | 1990-01-01 | Paper |
| Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression | 1990-01-01 | Paper |
| Filtering and smoothing algorithms for state space models | 1989-01-01 | Paper |
| A fast algorithm for signal extraction, influence and cross-validation in state space models | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200430 | 1988-01-01 | Paper |
| Efficient generalized cross-validation for state space models | 1987-01-01 | Paper |
| A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process | 1987-01-01 | Paper |
| Signal extraction for finite nonstationary time series | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711640 | 1986-01-01 | Paper |
| Prediction Mean Squared Error for State Space Models with Estimated Parameters | 1986-01-01 | Paper |
| A note on reparameterizing a vector autoregressive moving average model to enforce stationarity | 1986-01-01 | Paper |
| Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data | 1986-01-01 | Paper |
| Spline smoothing with repeated values | 1986-01-01 | Paper |
| Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions | 1985-01-01 | Paper |
| On the rate of convergence of the innovation representation of a moving average process | 1985-01-01 | Paper |
| A structured state space approach to computing the likelihood of an ARIMA process and its derivatives | 1985-01-01 | Paper |
| Computing the likelihood and its dierivatives for a gaussian ARMA model | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217475 | 1984-01-01 | Paper |
| A note on Kalman filtering for the seasonal moving average model | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3698121 | 1984-01-01 | Paper |
| On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise | 1983-01-01 | Paper |
| Fixed interval estimation in state space models when some of the data are missing or aggregated | 1983-01-01 | Paper |
| Exact likelihood of vector autoregressive-moving average process with missing or aggregated data | 1983-01-01 | Paper |
| A geometrical derivation of the fixed interval smoothing algorithm | 1982-01-01 | Paper |
| A note on obtaining the theoretical autocovariances of an ARMA process | 1982-01-01 | Paper |
| Identification Results for Armax Structures | 1979-01-01 | Paper |
