An adaptive resampling scheme for cycle estimation
DOI10.1080/02664769922287zbMATH Open0947.62058OpenAlexW1970073477MaRDI QIDQ4935485FDOQ4935485
Authors: Dani Gamerman, Alexandra M. Schmidt, Ajax R. Bello Moreira 
Publication date: 12 November 2000
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/220167
Recommendations
Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Title not available (Why is that?)
- Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
- Sampling-Based Approaches to Calculating Marginal Densities
- Monte Carlo sampling methods using Markov chains and their applications
- Bayesian forecasting and dynamic models.
- Hyperparameter estimation in forecast models.
- Applications of a Method for the Efficient Computation of Posterior Distributions
- Bayesian Inference in Cyclical Component Dynamic Linear Models
Cited In (6)
- Space-varying regression models: specifications and simulation
- Hyperparameter estimation in forecast models.
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- Comparison of sampling schemes for dynamic linear models
- Comparison of classical and Bayesian approaches for intervention analysis
- BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES
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