scientific article; zbMATH DE number 1522694

MaRDI QIDQ4510962zbMATHFDO

Authors Omar Aguilar, Gabriel Huerta, Raquel Prado, Mike West

Publication date 16 December 2001

zbMATH Keywords

non-stationary time seriesdynamic factor modelsmultiple time seriesmultivariate stochastic volatilitydynamic linear modelstime series decompositiontime-varying autoregression

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(12)

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• Exploring common structure in multiple time series via structured priors for autoregressive processes
• Skew selection for factor stochastic volatility models
• Descriptive matrix factorization for sustainability. Adopting the principle of opposites
• Bayes Nets of Time Series: Stochastic Realizations and Projections
• Priors and Component Structures in Autoregressive Time Series Models
• A Bayesian analysis of moving average processes with time-varying parameters
• Structured priors for multivariate time series
• Bayesian Forecasting of Many Count-Valued Time Series
• scientific article; zbMATH DE number 5227802 (Why is no real title available?)
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