Pages that link to "Item:Q1193512"
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The following pages link to A Bayesian approach to state space multivariate time series modeling (Q1193512):
Displaying 15 items.
- Temporal state change Bayesian networks for modeling of evolving multivariate state sequences: model, structure discovery and parameter estimation (Q832658) (← links)
- On models and methods for Bayesian time series analysis (Q1069650) (← links)
- Structural time series modeling: A Bayesian approach (Q1095558) (← links)
- A Bayesian multivariate nonstationary time series model for estimating mutual relationship among variables (Q1126470) (← links)
- Forecasting time series with common seasonal patterns (with discussion) (Q1203075) (← links)
- A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
- Multivariate time series analysis from a Bayesian machine learning perspective (Q2023869) (← links)
- Discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions'' (Q2304235) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- An efficient algorithm for Harrison-Stevens forecasting using the multi-process multivariate dynamic linear model (Q3740088) (← links)
- A simulation study on vector arma processes with nonstationary innovation:a new approach to identification (Q4347038) (← links)
- BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES (Q4540704) (← links)
- Model specification tests for balanced representation state space models (Q4843922) (← links)
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (Q4943405) (← links)
- Approximate Bayesian inference for discretely observed continuous‐time multi‐state models (Q5214572) (← links)
