Cited in
(74)- Approximation error approach in spatiotemporally chaotic models with application to Kuramoto-Sivashinsky equation
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming
- Forecasting multivariate road traffic flows using Bayesian dynamic graphical models, splines and other traffic variables
- Fiducial inference for Birnbaum-Saunders distribution
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
- Power-weighted densities for time series data
- Studying the effective brain connectivity using multiregression dynamic models
- Time series analysis for the state-space model with R/Stan
- Comparison of the performance of particle filter algorithms applied to tracking of a disease epidemic
- MSBVAR
- timsac
- dynaTree
- hmmm
- depmix
- SsfPack
- pomp
- RHmm
- FKF
- KFAS
- smcUtils
- ctsem
- CSOLNP
- DyFA
- Mkfm6
- umx
- sos
- RSelenium
- bsts
- webshot
- Biips
- LibBi
- MSwM
- stochvol
- vSMC
- MfUSampler
- lfda
- tensorflow
- Algorithm 675
- MARSS
- repeated
- Onyx
- multdyn
- dse
- sspir
- NormalBetaPrime
- shrinkTVP
- Boot.EXPOS
- dynamichazard
- DepCens
- exdqlm
- OpenMX 2.0: extended structural equation and statistical modeling
- A hierarchical state space approach to affective dynamics
- Dynamic Bayesian beta models
- Particle filters and Bayesian inference in financial econometrics
- TPMplt
- longitudinalANAL
- ExGaussEstim
- RGAP
- NTS
- CureDepCens
- Observer synthesis for linear hybrid systems with constrained discrete dynamics
- Multiple hidden Markov models for categorical time series
- NGSSEML
- Ecce Signum
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA
- Bayesian sequential experimental design for binary response data with application to electromyographic experiments
- Real-time covariance estimation for the local level model
- Multivariate stochastic volatility estimation using particle filters
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models
- Likelihood-free approximate Gibbs sampling
- A simple, dynamic extension of temporal motivation theory
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
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