Comparison of classical and Bayesian approaches for intervention analysis

DOI10.1111/J.1751-5823.2010.00114.XMaRDI QIDQ6574885FDO

Authors Thiago R. Santos, Glaura C. Franco, Dani Gamerman

Publication date 19 July 2024

Published in International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

bootstrappredictionMCMCstate space modelstransfer functiondynamic linear models

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)

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• Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
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• Comparison of sampling schemes for dynamic linear models
• Confidence Intervals for the Hyperparameters in Structural Models
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Diagnosing Shocks in Time Series
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Edgeworth correction by bootstrap in autoregressions
• Hyperparameter estimation in forecast models.
• Intervention Analysis with Applications to Economic and Environmental Problems
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• On Gibbs sampling for state space models
• On asymptotic properties of bootstrap for AR(1) processes
• Revisiting distributed lag models through a Bayesian perspective
• Sieve bootstrap for time series
• State space models for time series with patches of unusual observations
• The jackknife and bootstrap
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
• Time series analysis by state space methods
• Transfer functions in dynamic generalized linear models
• Unit root bootstrap tests for AR (1) models

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