Markov chain Monte Carlodiagnosticsmodel estimationretrospective time series analysistime series decompositiontime series dynamic linear models
Bayesian inference (62F15) Applications of statistics to economics (62P20) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes and prediction (62M20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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(only showing first 100 items - show all)- Methods to compute prediction intervals: a review and new results
- A scalable Bayesian nonparametric model for large spatio-temporal data
- Revisiting distributed lag models through a Bayesian perspective
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models
- Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation
- Optimizing pig marketing decisions under price fluctuations
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- Probabilistic Forecasting and Bayesian Data Assimilation
- Bayesian non-parametric modeling for integro-difference equations
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach
- General dependence structures for some models based on exponential families with quadratic variance functions
- Customized structural elicitation
- Structured expert judgement issues in a supply chain cyber risk management system
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- State space Markov switching models using wavelets
- Optimal asset allocation with multivariate Bayesian dynamic linear models
- A Bayesian hierarchical model for criminal investigations
- Dynamic regression models for time-ordered functional data
- Likelihood-free approximate Gibbs sampling
- Dynamic variable selection with spike-and-slab process priors
- State-space models for maxima precipitation
- A skew-normal dynamic linear model and Bayesian forecasting
- Statistics in atmospheric science
- Functional time series approach for forecasting very short-term electricity demand
- Bayesian analysis of dynamic item response models in educational testing
- On the long-run volatility of stocks
- Bayesian latent multi‐state modeling for nonequidistant longitudinal electronic health records
- Posterior mean and variance approximation for regression and time series problems
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- Sequential modeling, monitoring, and forecasting of streaming web traffic data
- Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
- Inference for stochastic kinetic models from multiple data sources for joint estimation of infection dynamics from aggregate reports and virological data
- A new filtering inference procedure for a GED state-space volatility model
- Student's-\(t\) process with spatial deformation for spatio-temporal data
- Multivariate functional data modeling with time-varying clustering
- Bayesian forecasting with the Holt–Winters model
- Bayesian analysis of dynamic linear topic models
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- Bayesian emulation for multi-step optimization in decision problems
- Multivariate online regression analysis with heterogeneous streaming data
- Second-order extended particle filter with exponential family observation model
- On Smoothing Trends in Population Index Modeling
- Retrospective Bayesian outlier detection in INGARCH series
- The value of news for economic developments
- Dynamic multiscale spatiotemporal models for Gaussian areal data
- Dynamic model-based clustering for spatio-temporal data
- On coupling particle filter trajectories
- Particle learning for fat-tailed distributions
- Time-varying vector autoregressive models with stochastic volatility
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the euro area
- BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES
- Modelling zero-inflated spatio-temporal processes
- Regression models for exceedance data: a new approach
- Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes
- Time-varying threshold regression model using the Kalman filter method
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- Space-time data fusion under error in computer model output: an application to modeling air quality
- The marginal likelihood of dynamic mixture models
- An efficient sampling scheme for dynamic generalized models
- Spatially varying dynamic coefficient models
- Missing observation analysis for matrix-variate time series data
- Feasible parameter regions for alternative discrete state space models
- Automatic monitoring and intervention in multivariate dynamic linear models
- Dynamic hierarchical models: an extension to matrix-variate observations.
- Flexible integro-difference equation modeling for spatio-temporal data
- Monitoring and Adaptation in Bayesian Forecasting Models
- Sequential Bayesian inference for static parameters in dynamic state space models
- An adaptive resampling scheme for cycle estimation
- Bayesian model selection of regular vine copulas
- A Comparison of the Characteristics of Some Bayesian Forecasting Models
- Bayesian monitoring of local residual autocorrelations taking into account the run-length
- Dynamic Bayesian beta models
- Bayesian spatio-dynamic modeling in cell motility studies: learning nonlinear taxic fields guiding the immune response
- Studying the effective brain connectivity using multiregression dynamic models
- Bayesian prediction of earthquake network based on space-time influence domain
- Characterising economic trends by Bayesian stochastic model specification search
- Mixtures of experts for understanding model discrepancy in dynamic computer models
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
- Parallel tempering for dynamic generalized linear models
- Statistical process control and model monitoring
- Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
- Statistical inference for dynamical systems: a review
- Statistical Modeling for Spatio-Temporal Data From Stochastic Convection-Diffusion Processes
- A tractable state-space model for symmetric positive-definite matrices
- Comment on article by Windle and Carvalho
- Hellinger distance and non-informative priors
- A Bayesian analysis of moving average processes with time-varying parameters
- Time series. Modeling, computation, and inference
- Automatic selective intervention in dynamic linear models
- Structured priors for multivariate time series
- Bayesian dynamic probit models for the analysis of longitudinal data
- Bayesian Computation in Dynamic Latent Factor Models
- Monitoring Residual Autocorrelations in Dynamic Linear Models
- Graphical dynamic linear models: Specification, use and graphical transformations
- Observable trend-projecting state-space models
- Decomposition of time series models in state-space form
- Monitoring changes in exponential family models: a two-sided Bayesian decision approach
- Exterior exposure estimation using a one-compartment toxicokinetic model with blood sample measurements
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