Pages that link to "Item:Q5754837"

The following pages link to Constructing Stationary Time Series Models Using Auxiliary Variables With Applications (Q5754837):

Displayed 13 items.

• Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes (Q400670) ‎ (← links)
• A tractable state-space model for symmetric positive-definite matrices (Q899053) ‎ (← links)
• Hellinger distance and non-informative priors (Q899064) ‎ (← links)
• Gibbs sampling, exponential families and orthogonal polynomials (Q900452) ‎ (← links)
• On the stationary version of the generalized hyperbolic ARCH model (Q995800) ‎ (← links)
• Computational challenges and temporal dependence in Bayesian nonparametric models (Q1663607) ‎ (← links)
• Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) ‎ (← links)
• On a flexible construction of a negative binomial model (Q2322638) ‎ (← links)
• Extended constructions of stationary autoregressive processes (Q2494877) ‎ (← links)
• Time-varying sparsity in dynamic regression models (Q2512529) ‎ (← links)
• A Note on Whittle's Likelihood (Q3424293) ‎ (← links)
• A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) ‎ (← links)
• Zero-modified count time series with Markovian intensities (Q6076568) ‎ (← links)