The following pages link to (Q3558525):
Displaying 50 items.
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (Q398210) (← links)
- Computational aspects of sequential Monte Carlo filter and smoother (Q457255) (← links)
- Spatially varying SAR models and Bayesian inference for high-resolution lattice data (Q457258) (← links)
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (Q516444) (← links)
- Sequential parameter learning and filtering in structured autoregressive state-space models (Q746251) (← links)
- Adaptive priors based on splines with random knots (Q899059) (← links)
- Bayesian model selection of regular vine copulas (Q1631599) (← links)
- Flexible integro-difference equation modeling for spatio-temporal data (Q1658447) (← links)
- Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (Q1705542) (← links)
- An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function (Q1739374) (← links)
- Dynamic Bayesian predictive synthesis in time series forecasting (Q1740347) (← links)
- Bayesian emulation for multi-step optimization in decision problems (Q1757667) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
- Sequential modeling, monitoring, and forecasting of streaming web traffic data (Q2135354) (← links)
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels (Q2157498) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- Dynamic non-parametric monitoring of air-pollution (Q2218856) (← links)
- Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
- Sequential state inference of engineering systems through the particle move-reweighting algorithm (Q2313854) (← links)
- A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure (Q2317322) (← links)
- Structured priors for sparse probability vectors with application to model selection in Markov chains (Q2329821) (← links)
- The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model (Q2330484) (← links)
- Sequential estimation of mixtures of structured autoregressive models (Q2361181) (← links)
- Forecasting inflation in Mongolia: a dynamic model averaging approach (Q2693371) (← links)
- On the Long-Run Volatility of Stocks (Q4559692) (← links)
- Dynamic dependence networks: Financial time series forecasting and portfolio decisions (Q4624956) (← links)
- Dynamic generalized extreme value modeling via particle filters (Q4638827) (← links)
- Bayesian Spatio-Dynamic Modeling in Cell Motility Studies: Learning Nonlinear Taxic Fields Guiding the Immune Response (Q4648522) (← links)
- On the Relationship between Uhlig Extended and beta‐Bartlett Processes (Q5030956) (← links)
- Bayesian analysis of the <i>p</i>-order integer-valued AR process with zero-inflated Poisson innovations (Q5036833) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- (Q5054592) (← links)
- Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models (Q5083359) (← links)
- Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (Q5120648) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
- A hierarchical Bayesian regression model for the uncertain functional constraint using screened scale mixtures of Gaussian distributions (Q5739669) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- Combining multiple imperfect data sources for small area estimation: a Bayesian model of provincial fertility rates in Cambodia (Q5880011) (← links)
- Comment on article by Windle and Carvalho (Q5966323) (← links)
- Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (Q6108290) (← links)
- Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification (Q6117709) (← links)
- Bayesian dependent functional mixture estimation for area and time-indexed data: an application for the prediction of monthly county employment (Q6121779) (← links)
- Bayesian nonparametric density autoregression with lag selection (Q6121984) (← links)
- Adaptive variable selection for sequential prediction in multivariate dynamic models (Q6198360) (← links)
- Multivariate dynamic regression: modeling and forecasting for intraday electricity load (Q6570859) (← links)
- Learning low-dimensional structure in house price indices (Q6580695) (← links)
