| Publication | Date of Publication | Type |
|---|
Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models
Statistics and Computing | 2026-03-31 | Paper |
Modeling sea-level processes on the U.S. Atlantic Coast
Environmetrics | 2024-10-28 | Paper |
Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Deep learning models for inflation forecasting
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
Bayesian semiparametric Markov switching stochastic volatility model
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
| Factor stochastic volatility with time-varying loadings | 2022-11-06 | Paper |
Parsimony inducing priors for large scale state-space models
Journal of Econometrics | 2022-07-15 | Paper |
Particle learning for fat-tailed distributions
Econometric Reviews | 2022-06-07 | Paper |
Treatment effects: a Bayesian perspective
Econometric Reviews | 2022-05-31 | Paper |
Bayesian Instrumental Variables: Priors and Likelihoods
Econometric Reviews | 2022-05-31 | Paper |
Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Particle learning for Bayesian semi-parametric stochastic volatility model
Econometric Reviews | 2022-03-04 | Paper |
Bayesian generalizations of the integer-valued autoregressive model
Journal of Applied Statistics | 2022-03-04 | Paper |
The illusion of the illusion of sparsity: an exercise in prior sensitivity
Brazilian Journal of Probability and Statistics | 2022-02-21 | Paper |
Bayesian hypothesis testing: redux
Brazilian Journal of Probability and Statistics | 2019-10-22 | Paper |
Bayesian hypothesis testing: redux
Brazilian Journal of Probability and Statistics | 2019-10-22 | Paper |
Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
On the long-run volatility of stocks
Journal of the American Statistical Association | 2018-12-04 | Paper |
Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns
Applied Stochastic Models in Business and Industry | 2018-09-14 | Paper |
Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer
Applied Stochastic Models in Business and Industry | 2018-09-14 | Paper |
Time-varying extreme pattern with dynamic models
Test | 2016-05-19 | Paper |
Spatial dynamic factor analysis
Bayesian Analysis | 2016-02-16 | Paper |
Particle learning for general mixtures
Bayesian Analysis | 2016-02-11 | Paper |
Comment on article by Hoff
Bayesian Analysis | 2016-02-08 | Paper |
Generalized spatial dynamic factor models
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Particle learning and smoothing
Statistical Science | 2016-01-05 | Paper |
Particle learning and smoothing
Statistical Science | 2016-01-05 | Paper |
A semiparametric Bayesian approach to extreme value estimation
Statistics and Computing | 2015-10-16 | Paper |
Sequential parameter learning and filtering in structured autoregressive state-space models
Statistics and Computing | 2015-10-16 | Paper |
Book Reviews
Journal of the American Statistical Association | 2015-06-17 | Paper |
Time-varying joint distribution through copulas
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models
Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
Tracking epidemics with google flu trends data and a state-space SEIR model
Journal of the American Statistical Association | 2013-01-31 | Paper |
Bayesian statistics with a smile: a resampling-sampling perspective
Brazilian Journal of Probability and Statistics | 2012-08-30 | Paper |
Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models
The Annals of Applied Statistics | 2012-04-20 | Paper |
Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models
The Annals of Applied Statistics | 2012-04-20 | Paper |
Particle filters and Bayesian inference in financial econometrics
Journal of Forecasting | 2011-07-27 | Paper |
Bayesian modeling of financial returns: a relationship between volatility and trading volume
Applied Stochastic Models in Business and Industry | 2011-04-06 | Paper |
Bayesian meta-analysis for longitudinal data models using multivariate mixture priors
Biometrics | 2011-03-01 | Paper |
Time series mean level and stochastic volatility modeling by smooth transition autoregressions: a Bayesian approach
Advances in Econometrics | 2010-06-30 | Paper |
Expected posterior priors in factor analysis
Brazilian Journal of Probability and Statistics | 2009-10-11 | Paper |
Simulation-based sequential analysis of Markov switching stochastic volatility models
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2009-03-17 | Paper |
Data driven estimates for mixtures
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Factor stochastic volatility with time varying loadings and Markov switching regimes
Journal of Statistical Planning and Inference | 2007-07-23 | Paper |
Bayesian Model Uncertainty In Smooth Transition Autoregressions
Journal of Time Series Analysis | 2007-05-29 | Paper |
Bayesian analysis of extreme events with threshold estimation
Statistical Modelling | 2007-03-20 | Paper |
| Markov chain Monte Carlo. Stochastic simulation for Bayesian inference. | 2006-08-02 | Paper |
| scientific article; zbMATH DE number 2063756 (Why is no real title available?) | 2004-03-30 | Paper |
Hyperparameter estimation in forecast models.
Computational Statistics and Data Analysis | 1999-04-28 | Paper |
