| Publication | Date of Publication | Type |
|---|
| Modeling sea-level processes on the U.S. Atlantic Coast | 2024-10-28 | Paper |
| Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments | 2024-10-23 | Paper |
| Deep learning models for inflation forecasting | 2024-07-30 | Paper |
| Bayesian semiparametric Markov switching stochastic volatility model | 2024-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5045597 | 2022-11-06 | Paper |
| Parsimony inducing priors for large scale state-space models | 2022-07-15 | Paper |
| Particle Learning for Fat-Tailed Distributions | 2022-06-07 | Paper |
| Treatment Effects: A Bayesian Perspective | 2022-05-31 | Paper |
| Bayesian Instrumental Variables: Priors and Likelihoods | 2022-05-31 | Paper |
| Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors | 2022-03-28 | Paper |
| Particle learning for Bayesian semi-parametric stochastic volatility model | 2022-03-04 | Paper |
| Bayesian generalizations of the integer-valued autoregressive model | 2022-03-04 | Paper |
| The illusion of the illusion of sparsity: an exercise in prior sensitivity | 2022-02-21 | Paper |
| Bayesian hypothesis testing: redux | 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 | 2019-02-08 | Paper |
| On the Long-Run Volatility of Stocks | 2018-12-04 | Paper |
| Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns | 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 | 2018-09-14 | Paper |
| Time-varying extreme pattern with dynamic models | 2016-05-19 | Paper |
| Spatial dynamic factor analysis | 2016-02-16 | Paper |
| Particle learning for general mixtures | 2016-02-11 | Paper |
| Comment on article by Hoff | 2016-02-08 | Paper |
| Generalized spatial dynamic factor models | 2016-01-12 | Paper |
| Particle learning and smoothing | 2016-01-05 | Paper |
| A semiparametric Bayesian approach to extreme value estimation | 2015-10-16 | Paper |
| Sequential parameter learning and filtering in structured autoregressive state-space models | 2015-10-16 | Paper |
| Book Reviews | 2015-06-17 | Paper |
| Time-varying joint distribution through copulas | 2014-04-14 | Paper |
| The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models | 2013-09-16 | Paper |
| Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model | 2013-01-31 | Paper |
| Bayesian statistics with a smile: a resampling-sampling perspective | 2012-08-30 | Paper |
| Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models | 2012-04-20 | Paper |
| Particle filters and Bayesian inference in financial econometrics | 2011-07-27 | Paper |
| Bayesian modeling of financial returns: A relationship between volatility and trading volume | 2011-04-06 | Paper |
| Bayesian Meta-analysis for Longitudinal Data Models Using Multivariate Mixture Priors | 2011-03-01 | Paper |
| Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach | 2010-06-30 | Paper |
| Expected posterior priors in factor analysis | 2009-10-11 | Paper |
| Simulation-based sequential analysis of Markov switching stochastic volatility models | 2009-05-29 | Paper |
| BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION | 2009-03-17 | Paper |
| Data driven estimates for mixtures | 2008-11-26 | Paper |
| Factor stochastic volatility with time varying loadings and Markov switching regimes | 2007-07-23 | Paper |
| Bayesian Model Uncertainty In Smooth Transition Autoregressions | 2007-05-29 | Paper |
| Bayesian analysis of extreme events with threshold estimation | 2007-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5480569 | 2006-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461333 | 2004-03-30 | Paper |
| Hyperparameter estimation in forecast models. | 1999-04-28 | Paper |
