An adaptive resampling scheme for cycle estimation
From MaRDI portal
Publication:4935485
DOI10.1080/02664769922287zbMath0947.62058OpenAlexW1970073477MaRDI QIDQ4935485
Dani Gamerman, Ajax R. Bello Moreira, Alexandra Mello Schmidt
Publication date: 12 November 2000
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/220167
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
BAYESIAN ANALYSIS OF ECONOMETRIC TIME SERIES MODELS USING HYBRID INTEGRATION RULES ⋮ Space-varying regression models: specifications and simulation ⋮ Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study ⋮ Hyperparameter estimation in forecast models.
Uses Software
Cites Work
- Unnamed Item
- Bayesian forecasting and dynamic models.
- Hyperparameter estimation in forecast models.
- Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
- Bayesian Inference in Cyclical Component Dynamic Linear Models
- Sampling-Based Approaches to Calculating Marginal Densities
- Applications of a Method for the Efficient Computation of Posterior Distributions
- Monte Carlo sampling methods using Markov chains and their applications
This page was built for publication: An adaptive resampling scheme for cycle estimation
