Recommendations
Cites work
- Bayesian inference on periodicities and component spectral structure in time series
- Calculating posterior distributions and modal estimates in Markov mixture models
- Estimation of the coefficients of a diffusion from discrete observations
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
- Filtering via Simulation: Auxiliary Particle Filters
- Integral Representations of Invariant Measures
- Likelihood Inference for Discretely Observed Nonlinear Diffusions
- Likelihood-Based Estimation of Latent Generalized ARCH Structures
- Martingale estimation functions for discretely observed diffusion processes
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
- Priors and Component Structures in Autoregressive Time Series Models
- Stationary Autoregressive Models via a Bayesian Nonparametric Approach
Cited in
(8)- Recursive smooth ambiguity preferences
- Dynamics of Bayesian updating with dependent data and misspecified models
- Risk minimization for time series binary choice with variable selection
- Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
- Bayesian model comparison with the Hyvärinen score: computation and consistency
- Doob's consistency of a non-Bayesian updating process
- Martingale posterior distributions for time-series models
- Title not available (Why is no real title available?)
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