Pages that link to "Item:Q1391802"
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The following pages link to Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models (Q1391802):
Displaying 11 items.
- On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064) (← links)
- Covariance matrix and transfer function of dynamic generalized linear models (Q898983) (← links)
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
- Exact Bayesian designs for count time series (Q1727929) (← links)
- Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion (Q2739983) (← links)
- Parallel tempering for dynamic generalized linear models (Q2832630) (← links)
- Transfer functions in dynamic generalized linear models (Q4970563) (← links)
- A scalable quasi-Newton estimation algorithm for dynamic generalised linear models (Q5051332) (← links)
- A Mixed Model Approach for Geoadditive Hazard Regression (Q5430608) (← links)
- Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
- Inference of dynamic generalized linear models: on-line computation and appraisal (Q6573847) (← links)
