Journal Article |
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12 months |
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Last month |
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12 months |
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A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |

A Bayesian approach to additive semiparametric regression |
0 |
0 |
0 |
35 |
0 |
1 |
3 |
96 |

A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models |
1 |
1 |
1 |
43 |
1 |
1 |
2 |
157 |

A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |

A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
55 |

A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |

A note on an alternative derivation of the likelihood of an autoregressive moving average process |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
30 |

A unified approach to nonlinearity, structural change, and outliers |
0 |
0 |
0 |
167 |
0 |
2 |
11 |
394 |

Adaptive sampling for Bayesian variable selection |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
116 |

Additive nonparametric regression with autocorrelated errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |

Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
205 |

Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
168 |

Bayesian estimation of a random effects heteroscedastic probit model |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
230 |

Bayesian estimation of an autoregressive model using Markov chain Monte Carlo |
0 |
1 |
3 |
221 |
1 |
3 |
5 |
417 |

Bayesian inference for nonlinear structural time series models |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
138 |

Bayesian variable selection and model averaging in the arbitrage pricing theory model |
0 |
0 |
1 |
57 |
0 |
0 |
1 |
198 |

Computing p-values for the generalized Durbin-Watson and other invariant test statistics |
0 |
0 |
2 |
238 |
0 |
0 |
3 |
1,030 |

Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
3 |

Consistent Estimation of Minimal Subset Dimension |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
94 |

Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
41 |

Diagnostics for Time Series Analysis |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
4 |

Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models |
0 |
0 |
0 |
141 |
0 |
2 |
2 |
335 |

Efficient Bayesian inference for Gaussian copula regression models |
0 |
0 |
3 |
208 |
0 |
1 |
9 |
442 |

Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
60 |

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator |
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0 |
1 |
6 |
0 |
0 |
1 |
37 |

FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
8 |

Generalized smooth finite mixtures |
0 |
0 |
2 |
23 |
0 |
1 |
3 |
113 |

Identification Results for ARMAX Structures |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
201 |

Local and global identification and strong consistency in time series models |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
73 |

Local identification of ARMAX structures subject to nonlinear constraints |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
27 |

Mixed Marginal Copula Modeling |
0 |
0 |
1 |
6 |
0 |
1 |
4 |
23 |

Model selection in spline nonparametric regression |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
112 |

Modelling dependence using skew t copulas: Bayesian inference and applications |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
141 |

Multivariate Stochastic Volatility Models with Correlated Errors |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
97 |

Multivariate probit models for conditional claim-types |
1 |
1 |
3 |
56 |
1 |
2 |
7 |
242 |

Nonparametric regression using Bayesian variable selection |
1 |
4 |
13 |
577 |
1 |
10 |
31 |
1,077 |

Nonparametric seemingly unrelated regression |
0 |
0 |
1 |
226 |
0 |
1 |
5 |
491 |

On some properties of Markov chain Monte Carlo simulation methods based on the particle filter |
1 |
2 |
7 |
99 |
1 |
4 |
18 |
316 |

On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
38 |

Parsimonious Covariance Matrix Estimation for Longitudinal Data |
0 |
0 |
2 |
222 |
0 |
0 |
3 |
381 |

Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
163 |

Particle efficient importance sampling |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
79 |

ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS |
0 |
1 |
1 |
2 |
0 |
1 |
1 |
3 |

Regression density estimation using smooth adaptive Gaussian mixtures |
1 |
1 |
2 |
38 |
1 |
1 |
4 |
153 |

Semiparametric Bayesian Inference for Time Series with Mixed Spectra |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
14 |

Statistical Correction of a Deterministic Numerical Weather Prediction Model |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
99 |

Subsampling MCMC - an Introduction for the Survey Statistician |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
49 |

Testing for linearity in a semiparametric regression model |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
85 |

The nonparametric estimation of growth curves |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |

Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
107 |

When is an aggregate of a time series efficiently forecast by its past? |
0 |
0 |
4 |
87 |
0 |
1 |
6 |
196 |

Total Journal Articles |
5 |
11 |
53 |
3,046 |
6 |
33 |
140 |
8,576 |