scientific article; zbMATH DE number 7750679
From MaRDI portal
Publication:6073218
DOI10.11329/JJSSJ.53.227MaRDI QIDQ6073218
Publication date: 17 October 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Assessment of mortgage default risk via Bayesian state space models
- Bayesian forecasting and dynamic models.
- A tractable state-space model for symmetric positive-definite matrices
- Particle learning and smoothing
- The diffuse Kalman filter
- Local scale models. State space alternative to integraded GARCH processes
- On singular Wishart and singular multivariate beta distributions
- Sequential Bayesian analysis of multivariate count data
- Dynamic Bayesian predictive synthesis in time series forecasting
- Sequential modeling, monitoring, and forecasting of streaming web traffic data
- Particle learning for general mixtures
- A Note on the Innovation Distribution of a Gamma Distributed Autoregressive Process
- Bayesian analysis of queues with impatient customers: Applications to call centers
- DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
- On Gibbs sampling for state space models
- Bayesian Vector Autoregressions with Stochastic Volatility
- Filtering via Simulation: Auxiliary Particle Filters
- Dynamic dependence networks: Financial time series forecasting and portfolio decisions
- The simulation smoother for time series models
- On the Relationship between Uhlig Extended and beta‐Bartlett Processes
- A family of multivariate non‐gaussian time series models
- A General Framework for Updating Belief Distributions
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Invariant Conditional Distributions
This page was built for publication:
