scientific article; zbMATH DE number 1551808

zbMATH Open0980.62079MaRDI QIDQ4524045FDOQ4524045

Authors: Ludwig Fahrmeir, Leonhard Knorr-Held 

Publication date: 6 March 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Markov chain Monte Carlosurveystate-space modelsnon-Gaussian time seriesroughness-penalty approach

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Inference from stochastic processes and prediction (62M20)

Cited In (10)

• Dynamic quantile models
• Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
• Dynamic semi-parametric factor model for functional expectiles
• Power-law models for infectious disease spread
• Sequential Bayesian inference for static parameters in dynamic state space models
• On dynamic generalized linear models with applications
• Smoothing sample extremes with dynamic models
• Nonparametric dynamic modeling
• The analysis of heterogeneous time trends in multivariate age-period-cohort models
• Bayesian adaptive smoothing splines using stochastic differential equations

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