Pages that link to "Item:Q4299018"
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The following pages link to DATA AUGMENTATION AND DYNAMIC LINEAR MODELS (Q4299018):
Displaying 50 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379) (← links)
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- Bayesian analysis of multivariate threshold autoregressive models with missing data (Q131173) (← links)
- Multivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamics (Q262346) (← links)
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes (Q274146) (← links)
- Semiparametric Bayesian inference in smooth coefficient models (Q278057) (← links)
- The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic (Q364199) (← links)
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- Modelling categorized levels of precipitation (Q398197) (← links)
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (Q398210) (← links)
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
- Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
- Trends and cycles in economic time series: a Bayesian approach (Q451267) (← links)
- Simulation smoothing for state-space models: a computational efficiency analysis (Q452558) (← links)
- Assessing the risk of rising temperature on brook trout: a spatial dynamic linear risk model (Q484605) (← links)
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
- The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
- A Bayesian analysis of payday loans and their regulation (Q528097) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Time varying VARs with inequality restrictions (Q545190) (← links)
- On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms (Q638046) (← links)
- Bayesian diffusion process models with time-varying parameters (Q744748) (← links)
- Sequential parameter learning and filtering in structured autoregressive state-space models (Q746251) (← links)
- Time dependent origin-destination estimation from traffic count without prior information (Q836008) (← links)
- State space mixed models for longitudinal observations with binary and binomial responses (Q840936) (← links)
- Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
- A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
- Hellinger distance and non-informative priors (Q899064) (← links)
- Generalized spatial dynamic factor models (Q901501) (← links)
- Exterior exposure estimation using a one-compartment toxicokinetic model with blood sample measurements (Q938157) (← links)
- Space-varying regression models: specifications and simulation (Q951886) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Efficient Bayesian estimation of multivariate state space models (Q961901) (← links)
- Dynamic detection of change points in long time series (Q995801) (← links)
- Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- Auxiliary mixture sampling with applications to logistic models (Q1019983) (← links)
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
- Hyperparameter estimation in forecast models. (Q1285504) (← links)
- Applications of quasi-periodic oscillation models to seasonal small count time series. (Q1285807) (← links)
- Function estimation with locally adaptive dynamic models (Q1424615) (← links)
- Multivariate regression analysis of panel data with binary outcomes applied to unemployment data (Q1580843) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Dynamic hierarchical models: an extension to matrix-variate observations. (Q1589486) (← links)