On models and methods for Bayesian time series analysis
From MaRDI portal
(Redirected from Publication:1069650)
Recommendations
Cites work
- scientific article; zbMATH DE number 3858227 (Why is no real title available?)
- scientific article; zbMATH DE number 3945187 (Why is no real title available?)
- scientific article; zbMATH DE number 3179103 (Why is no real title available?)
- scientific article; zbMATH DE number 3036575 (Why is no real title available?)
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
- Fractional differencing
- Seasonal Adjustment by Signal Extraction
- Signal extraction from nonstationary time series
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
Cited in
(44)- scientific article; zbMATH DE number 5227802 (Why is no real title available?)
- scientific article; zbMATH DE number 4176283 (Why is no real title available?)
- A Bayesian Approach to Understanding Time Series Data
- The Bayesian method of moments (BMOM) in some aggregation problems in econometrics
- Combining domain knowledge and statistical models in time series analyis
- scientific article; zbMATH DE number 4020272 (Why is no real title available?)
- Bayesian Analysis of Time Series
- Data analysis using regression models with missing observations and long-memory: an application study
- Bayesian analysis of fractional time series models
- Bayesian comparative study on binary time series
- scientific article; zbMATH DE number 1522694 (Why is no real title available?)
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
- scientific article; zbMATH DE number 4024576 (Why is no real title available?)
- Forecasting time series with common seasonal patterns (with discussion)
- Forecasting seasonal time series data: a Bayesian model averaging approach
- Bayesian multiscale analysis for time series data
- A Bayesian approach to state space multivariate time series modeling
- Time Series Modelling of Daily Tax Revenues
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
- Deterministic versus stochastic seasonal fractional integration and structural breaks
- Long memory processes and fractional integration in econometrics
- Graphical and phase space models for univariate time series
- Bayesian Subset Model Selection for Time Series
- Trends and cycles in economic time series: a Bayesian approach
- scientific article; zbMATH DE number 1086061 (Why is no real title available?)
- Bayesian non-parametric signal extraction for Gaussian time series
- scientific article; zbMATH DE number 1943901 (Why is no real title available?)
- Bayesian Spectral Modeling for Multiple Time Series
- Bayesian hierarchical models incorporating measurement error for interrupted time series design
- Unobserved components and time series econometrics
- scientific article; zbMATH DE number 3898059 (Why is no real title available?)
- scientific article; zbMATH DE number 4155721 (Why is no real title available?)
- BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES
- Bayes Nets of Time Series: Stochastic Realizations and Projections
- Multi-scale and hidden resolution time series models
- IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
- Bayesian inference in time series models using kernel quasi likelihoods
- Deterministic seasonality versus seasonal fractional integration
- Structural time series modeling: A Bayesian approach
- Bayesian inference on periodicities and component spectral structure in time series
- scientific article; zbMATH DE number 1114381 (Why is no real title available?)
- Properties of seasonal long memory processes
- A Class of Models for Aggregated Traffic Volume Time Series
This page was built for publication: On models and methods for Bayesian time series analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069650)
