The following pages link to (Q4120006):
Displaying 50 items.
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- On dynamic generalized linear models with applications (Q352906) (← links)
- Computational aspects of sequential Monte Carlo filter and smoother (Q457255) (← links)
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (Q516444) (← links)
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- The combination of forecasts: A ranking and subset selection approach (Q583804) (← links)
- \(L^{1}\)-convergence of smoothing densities in non-parametric state space models (Q623496) (← links)
- Stochastic linear trends. Models and estimators (Q685909) (← links)
- Bound and convergence of the non-constant dynamic linear model (Q710829) (← links)
- Parsimonious modelling and forecasting of seasonal time series (Q787635) (← links)
- Exponential smoothing. I (Q794126) (← links)
- A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
- Recursive transformation matrices for linear dynamic system models (Q804199) (← links)
- A Bayesian nonparametric approach for time series clustering (Q899011) (← links)
- Bayesian monitoring of local residual autocorrelations taking into account the run-length (Q951047) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Automatic monitoring and intervention in multivariate dynamic linear models (Q957022) (← links)
- Decomposition of time series models in state-space form (Q959310) (← links)
- Econometric methods of signal extraction (Q959313) (← links)
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
- Forecasting daily time series using periodic unobserved components time series models (Q1010432) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Learning and approximate inference in dynamic hierarchical models (Q1020885) (← links)
- Estimation in nonlinear time series models (Q1079909) (← links)
- Recent developments in time series forecasting (Q1113249) (← links)
- Time-varying linear regression via flexible least squares (Q1116593) (← links)
- Recursive estimation of the observation and process noise covariances in online Kalman filtering (Q1150564) (← links)
- On the use of Bayesian composite predictors in decision analysis (Q1152649) (← links)
- A Bayesian approach to retrospective identification of change-points (Q1168033) (← links)
- The analysis of some discontinuous decision processes (Q1171339) (← links)
- A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
- State dependent models of stock returns (Q1202454) (← links)
- A nonlinear time series model and estimation of missing observations (Q1206609) (← links)
- Bayesian detection of structural changes (Q1207615) (← links)
- Handling spuriosity in the Kalman filter (Q1209702) (← links)
- Non-traditional methods of forecasting (Q1268285) (← links)
- Fast Bayes and the dynamic junction forest (Q1277771) (← links)
- The kriged Kalman filter. (With discussion) (Q1305249) (← links)
- A state space formulation of Whittaker graduation, with extensions (Q1318543) (← links)
- Dynamic linear models with Markov-switching (Q1318985) (← links)
- Integration-based Kalman-filtering for a dynamic generalized linear trend model (Q1330516) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Dynamic Bayesian predictive synthesis in time series forecasting (Q1740347) (← links)
- A state-space approach to polygonal line regression (Q1817391) (← links)
- A systems approach to recursive economic forecasting and seasonal adjustment (Q1823836) (← links)
- Continuous elliptical and exponential power linear dynamic models (Q1867132) (← links)
- Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
- Robust recursive estimation for correlated observations (Q1892118) (← links)
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother (Q1895418) (← links)
