scientific article; zbMATH DE number 3545060
From MaRDI portal
Publication:4120006
zbMath0349.62062MaRDI QIDQ4120006
No author found.
Publication date: 1976
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items
State space Markov switching models using wavelets, Estimation in nonlinear time series models, Integration-based Kalman-filtering for a dynamic generalized linear trend model, Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates, On the Automatic Identification of Unobserved Components Models, Modelling and forecasting based on recursive incomplete pseudoinverse matrices, Robust recursive estimation for correlated observations, The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother, A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models, Recent developments in time series forecasting, On dynamic generalized linear models with applications, Modeling atmospheric dispersion: Uncertainty management of release height after a nuclear accident, Time-varying linear regression via flexible least squares, Statistical Surveillance. Optimality and Methods, An algorithm for estimating parameters of state-space models, Stochastic and deterministic trend in state space models, Unnamed Item, A simple Bayesian state-space approach to the collective risk models, \(L^{1}\)-convergence of smoothing densities in non-parametric state space models, A Bayesian nonparametric approach for time series clustering, Can we use seasonally adjusted variables in dynamic factor models?, Analytical uses of Kalman filtering in econometrics — A survey, Recursive estimation of the observation and process noise covariances in online Kalman filtering, On the use of Bayesian composite predictors in decision analysis, Unnamed Item, Computational aspects of sequential Monte Carlo filter and smoother, A Bayesian approach to retrospective identification of change-points, The analysis of some discontinuous decision processes, Dynamic dependence networks: Financial time series forecasting and portfolio decisions, Dynamic quantile linear models: a Bayesian approach, Computational Methods for Time Series Analysis, Dynamic Bayesian predictive synthesis in time series forecasting, A Bayesian approach to state space multivariate time series modeling, Bayesian monitoring of local residual autocorrelations taking into account the run-length, GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models, Stochastic linear trends. Models and estimators, Recursive estimation in econometrics, Automatic monitoring and intervention in multivariate dynamic linear models, Decomposition of time series models in state-space form, Econometric methods of signal extraction, Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method, State dependent models of stock returns, Confronting model misspecification in macroeconomics, A nonlinear time series model and estimation of missing observations, Semi-parametric dynamic time series modelling with applications to detecting neural dynamics, Bayesian detection of structural changes, The use of Bayesian forecasting to make process adjustments during transitions., A general structural model for decomposing time series and its analysis as a generalized regression model, Handling spuriosity in the Kalman filter, A skewed Kalman filter, An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data, Structural Time Series Models with Feedback Mechanisms, Genetic algorithms for the identification of additive and innovation outliers in time series, Feedback quality adjustment with Bayesian state‐space models, Bound and convergence of the non-constant dynamic linear model, The combination of forecasts: A ranking and subset selection approach, Sobre la interpretacion de modelos ARIMA univariantes, Predicting crypto‐currencies using sparse non‐Gaussian state space models, Forecasting daily time series using periodic unobserved components time series models, Unnamed Item, Transfer functions in dynamic generalized linear models, Interpretation and inference in mixture models: simple MCMC works, Non-traditional methods of forecasting, Learning and approximate inference in dynamic hierarchical models, A state-space approach to polygonal line regression, Fast Bayes and the dynamic junction forest, A systems approach to recursive economic forecasting and seasonal adjustment, A skew-normal dynamic linear model and Bayesian forecasting, Parsimonious modelling and forecasting of seasonal time series, Exponential smoothing. I, The kriged Kalman filter. (With discussion), A FORTRAN program for time-varying linear regression via flexible least squares, Recursive transformation matrices for linear dynamic system models, A state space formulation of Whittaker graduation, with extensions, Dynamic linear models with Markov-switching, Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting, Continuous elliptical and exponential power linear dynamic models, Estimation for a class of generalized state-space time series models.