Pages that link to "Item:Q1285504"
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The following pages link to Hyperparameter estimation in forecast models. (Q1285504):
Displaying 9 items.
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (Q3072399) (← links)
- BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES (Q4540704) (← links)
- Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling (Q4828215) (← links)
- An adaptive resampling scheme for cycle estimation (Q4935485) (← links)
- Global robust Bayesian analysis in large models (Q6108269) (← links)
- Comparison of sampling schemes for dynamic linear models (Q6574125) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
- Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models (Q6626290) (← links)
