The following pages link to Robert Kohn (Q244792):
Displaying 50 items.
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- (Q469552) (redirect page) (← links)
- Bayesian inference for nonlinear structural time series models (Q469553) (← links)
- (Q503085) (redirect page) (← links)
- On particle Gibbs samplers (Q503087) (← links)
- Generalized smooth finite mixtures (Q528085) (← links)
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
- (Q589438) (redirect page) (← links)
- On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise (Q594824) (← links)
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
- Particle efficient importance sampling (Q894644) (← links)
- Filtering and smoothing algorithms for state space models (Q909400) (← links)
- Multivariate probit models for conditional claim-types (Q1017764) (← links)
- Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions (Q1071457) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Testing of linearity in a semiparametric regression model (Q1341190) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts (Q1950853) (← links)
- A flexible particle Markov chain Monte Carlo method (Q2195824) (← links)
- Subsampling sequential Monte Carlo for static Bayesian models (Q2209734) (← links)
- Subsampling MCMC -- an introduction for the survey statistician (Q2316968) (← links)
- A duality formula for Feynman-Kac path particle models (Q2346892) (← links)
- A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving (Q2514626) (← links)
- A Bayesian approach to additive semiparametric regression (Q2565037) (← links)
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo (Q2565039) (← links)
- Regression density estimation using smooth adaptive Gaussian mixtures (Q2630124) (← links)
- Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals (Q2631371) (← links)
- Efficient estimation of covariance selection models (Q2813897) (← links)
- Bayesian estimation of a random effects heteroscedastic probit model (Q3161680) (← links)
- (Q3200430) (← links)
- FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q3203895) (← links)
- (Q3217475) (← links)
- Fixed interval estimation in state space models when some of the data are missing or aggregated (Q3332121) (← links)
- Speeding up MCMC by Delayed Acceptance and Data Subsampling (Q3391127) (← links)
- BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE (Q3429898) (← links)
- Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression (Q3484230) (← links)
- Adaptive sampling for Bayesian variable selection (Q3545401) (← links)
- Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models (Q3557575) (← links)
- Bayesian inference using adaptive sampling (Q3572024) (← links)
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models (Q3632677) (← links)
- A note on Kalman filtering for the seasonal moving average model (Q3681792) (← links)
- On the rate of convergence of the innovation representation of a moving average process (Q3687558) (← links)
- (Q3698121) (← links)
- (Q3711640) (← links)
- A structured state space approach to computing the likelihood of an ARIMA process and its derivatives (Q3727188) (← links)
- Prediction Mean Squared Error for State Space Models with Estimated Parameters (Q3740087) (← links)
- A note on reparameterizing a vector autoregressive moving average model to enforce stationarity (Q3740862) (← links)
- Computing the likelihood and its dierivatives for a gaussian ARMA model (Q3742545) (← links)
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data (Q3746732) (← links)
- Spline smoothing with repeated values (Q3753289) (← links)
