The following pages link to (Q3723549):
Displaying 36 items.
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
- Comment on article by Windle and Carvalho (Q899054) (← links)
- Decomposition of time series models in state-space form (Q959310) (← links)
- A family of repeated measurements models (Q998874) (← links)
- Particle filtering approximations for a Gaussian-generalized inverse Gaussian model (Q1004258) (← links)
- Local scale models. State space alternative to integraded GARCH processes (Q1318993) (← links)
- Sequential Bayesian analysis of multivariate count data (Q1631552) (← links)
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (Q1805792) (← links)
- The use of approximating models in Monte Carlo maximum likelihood estimation. (Q1808687) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- Modelling and forecasting wind speed intensity for weather risk management (Q1927127) (← links)
- Sequential modeling, monitoring, and forecasting of streaming web traffic data (Q2135354) (← links)
- Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- A skewed Kalman filter (Q2485999) (← links)
- Smoothing sample extremes with dynamic models (Q2488453) (← links)
- On the ordering of credibility factors (Q2665880) (← links)
- A Latent Process Model for Temporal Extremes (Q2922156) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Call center arrival modeling: A Bayesian state-space approach (Q2994799) (← links)
- FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING* (Q4620017) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- Dynamic model averaging adapted to dynamic regression models for time series of counts (Q5084000) (← 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 NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
- (Q6073218) (← links)
- Inference of dynamic generalized linear models: on-line computation and appraisal (Q6573847) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
- Bayesian spatial and spatiotemporal models based on multiscale factorizations (Q6602108) (← links)
- Kalman filtering and sequential Bayesian analysis (Q6602208) (← links)
- A Class of Non-Gaussian State Space Models With Exact Likelihood Inference (Q6616634) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)
