The following pages link to Partial non-Gaussian state space (Q4299487):
Displaying 50 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- On generalised asymmetric stochastic volatility models (Q429633) (← links)
- A general framework for the parametrization of hierarchical models (Q449750) (← links)
- Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
- On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms (Q638046) (← links)
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- An application of the double Edgeworth expansion to a filtering model with Gaussian limit (Q868269) (← links)
- An extensive study on Markov switching models with endogenous regressors (Q905388) (← links)
- Space-varying regression models: specifications and simulation (Q951886) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Iterated importance sampling in missing data problems (Q959418) (← links)
- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds (Q1019101) (← links)
- Auxiliary mixture sampling with applications to logistic models (Q1019983) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
- Switching state-space models: likelihood function, filtering and smoothing (Q1299533) (← links)
- Estimation and comparison of multiple change-point models (Q1305640) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Estimation of HIV infection and incubation via state space models (Q1588326) (← links)
- Convergence of a stochastic approximation version of the EM algorithm (Q1807177) (← links)
- Bayesian estimation of switching ARMA models (Q1808545) (← links)
- Non-Gaussian seasonal adjustment (Q1822876) (← links)
- Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother (Q1895418) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (Q1929441) (← links)
- Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
- A closed-form filter for binary time series (Q2058780) (← links)
- State-space models for maxima precipitation (Q2197344) (← links)
- Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- Extracting common pulse-like signals from multiple ice core time series (Q2361180) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- Universal residuals: a multivariate transformation (Q2467381) (← links)
- Stability of the Gibbs sampler for Bayesian hierarchical models (Q2477054) (← links)
- A skewed Kalman filter (Q2485999) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
- Local scale invariance and robustness of proper scoring rules (Q2684694) (← links)
- Modeling time-variation over the business cycle (1960--2017): an international perspective (Q2691788) (← links)
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion) (Q2920273) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- Sequential predictions of menstrual cycle lengths (Q3303636) (← links)
