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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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- Missing observation analysis for matrix-variate time series data
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- Automatic monitoring and intervention in multivariate dynamic linear models
- Pairwise Likelihood Inference for General State Space Models
- On particle methods for parameter estimation in state-space models
- Bayesian decision support for complex systems with many distributed experts
- Generalized dynamic linear models for financial time series
- A Bayesian paradigm for designing intrusion detection systems
- Space-varying regression models: specifications and simulation
- Bayesian forecasting with the Holt–Winters model
- A reparametrization approach for dynamic space-time models
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- Modelling categorized levels of precipitation
- On Bayesian forecasting of procurement delays: a case study
- The Bayesian method of moments (BMOM) in some aggregation problems in econometrics
- Dynamic effects in inefficiency: evidence from the Colombian banking sector
- Dynamic Bayesian predictive synthesis in time series forecasting
- The seasonal forecast of electricity demand: a hierarchical Bayesian model with climatological weather generator
- Dynamic latent class model averaging for online prediction
- A spatio-temporal downscaler for output from numerical models
- Composable models for online Bayesian analysis of streaming data
- Hyperparameter estimation in forecast models.
- Hyper-spherical and elliptical stochastic cycles
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data
- A bivariate space-time downscaler under space and time misalignment
- Graphical dynamic linear models: Specification, use and graphical transformations
- Dynamic linear model for the identification of miRNAs in next-generation sequencing data
- Dynamic logistic regression and dynamic model averaging for binary classification
- 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
- Hierarchical Gaussian graphical models: beyond reversible jump
- A state space model approach for HIV infection dynamics
- Dynamic dependence networks: financial time series forecasting and portfolio decisions
- Bayesian Forecasting for Accident Proneness Evaluation
- On-line quality control procedures for a random walk model with measurement error
- The variance profile
- Student's-\(t\) process with spatial deformation for spatio-temporal data
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming
- Sequential Bayesian model selection of regular vine copulas
- Dynamic Programming for Response-Adaptive Dose-Finding Clinical Trials
- Tracking the impact of media on voter choice in real time: a Bayesian dynamic joint model
- Particle filters for continuous likelihood evaluation and maximisation
- Long-term time-dependent stochastic modelling of extreme waves
- Dynamic quantile linear models: a Bayesian approach
- Dynamic modeling of mean-reverting spreads for statistical arbitrage
- Convergence of Discount Time Series Dynamic Linear Models
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
- The value of news for economic developments
- Regression models for time-varying extremes
- Dynamic Bayesian combination of multiple imperfect classifiers
- A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit
- Particle learning and smoothing
- Isoseparation and robustness in parametric Bayesian inference
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- Time series. Modeling, computation, and inference
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- Discussion of: ``Multivariate dynamic regression: modeling and forecasting for intraday electricity load
- Multivariate dynamic regression: modeling and forecasting for intraday electricity load
- Modelling time series of counts in epidemiology
- Inference of dynamic generalized linear models: on-line computation and appraisal
- Comparison of sampling schemes for dynamic linear models
- Constrained Kalman filtering: additional results
- Comparison of classical and Bayesian approaches for intervention analysis
- A skew-normal dynamic linear model and Bayesian forecasting
- Bayesian inference in nonparametric dynamic state-space models
- Forecasting multivariate road traffic flows using Bayesian dynamic graphical models, splines and other traffic variables
- A Bayesian Kriged Kalman Model for Short-Term Forecasting of Air Pollution Levels
- A flexible two-piece normal dynamic linear model
- Dynamic changepoint detection in count time series: a particle filter approach
- Semiparametric Bayesian inference in smooth coefficient models
- Estimating the efficiency of Brazilian electricity distribution utilities
- Bayesian spatio-temporal models based on discrete convolutions
- Time-varying extreme pattern with dynamic models
- A simple hidden markov model for bayesian modeling with time dependent data
- Feedback quality adjustment with Bayesian state‐space models
- A Spatiotemporal Model for Mexico City Ozone Levels
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- 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
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data
- Learning and approximate inference in dynamic hierarchical models
- Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions
- Forecasting for some stochastic process models related to sow farm management
- Forecasting aviation safety occurrences
- Learning low-dimensional structure in house price indices
- A review of Bayesian dynamic forecasting models: applications in marketing
- Commentary on: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue
- Discussion of Bayesian forecasting of business revenue
- Discussion of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue by A. K. Yanchenko et al.
- Multivariate dynamic modeling for Bayesian forecasting of business revenue
- Reply to discussions of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue
- Modeling seroadaptation and sexual behavior among HIV\(^+\) study participants with a simultaneously multilevel and multivariate longitudinal count model
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