Pages that link to "Item:Q3684997"
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The following pages link to Dynamic Generalized Linear Models and Bayesian Forecasting (Q3684997):
Displayed 50 items.
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- On dynamic generalized linear models with applications (Q352906) (← links)
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
- Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe (Q452656) (← links)
- A self-organizing state space model and simplex initial distribution search (Q626199) (← links)
- A class of dynamic piecewise exponential models with random time grid (Q651075) (← links)
- Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
- On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064) (← links)
- Signal extraction and knowledge discovery based on statistical modeling (Q860830) (← links)
- Bayesian graduation of mortality rates: an application to reserve evaluation (Q882465) (← links)
- Covariance matrix and transfer function of dynamic generalized linear models (Q898983) (← links)
- Dynamic Bayesian beta models (Q901598) (← links)
- Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data (Q904070) (← links)
- Updating of moments (Q913392) (← links)
- Feasible parameter regions for alternative discrete state space models (Q956374) (← links)
- Parameter estimation of state space models for univariate observations (Q963880) (← links)
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
- A criterion for filtering in semimartingale models (Q1106597) (← links)
- Recent developments in time series forecasting (Q1113249) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Applications of quasi-periodic oscillation models to seasonal small count time series. (Q1285807) (← links)
- A state space formulation of Whittaker graduation, with extensions (Q1318543) (← links)
- Integration-based Kalman-filtering for a dynamic generalized linear trend model (Q1330516) (← links)
- Rain-fall modeling: An application of Bayesian forecasting (Q1360341) (← links)
- On the optimal control of stochastic linear systems with contaminated partial observations (Q1367937) (← links)
- Robust locally optimal filters: Kalman and Bayesian estimation theory (Q1373380) (← links)
- Claims reserving and generalised additive models (Q1381140) (← links)
- Kalman filter with outliers and missing observations (Q1382951) (← links)
- Variable bandwidth selection in varying-coefficient models (Q1582633) (← links)
- Fast smoothing in switching approximations of non-linear and non-Gaussian models (Q1658350) (← links)
- Extended dynamic generalized linear models: the two-parameter exponential family (Q1662186) (← links)
- Exact Bayesian designs for count time series (Q1727929) (← links)
- Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation (Q1731405) (← links)
- An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function (Q1739374) (← links)
- Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target (Q1783450) (← links)
- Spatial-temporal nonlinear filtering based on hierarchical statistical models (Q1874750) (← links)
- Estimation for partially observed Markov processes (Q1892250) (← links)
- Dynamic generalized linear models and repeated measurements (Q1901763) (← links)
- Multiple testing of local maxima for detection of peaks in ChIP-Seq data (Q1951543) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Efficient particle smoothing for Bayesian inference in dynamic survival models (Q2135903) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Modeling intensive polytomous time-series eye-tracking data: a dynamic tree-based item response model (Q2195817) (← links)
- Likelihood-free approximate Gibbs sampling (Q2195848) (← links)
- Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach (Q2216411) (← links)
- Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
- Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: an application to task-based fMRI data analysis (Q2242164) (← links)
- An efficient sampling scheme for dynamic generalized models (Q2259221) (← links)