Journal Article |
File Downloads |
Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

A Bayesian approach to additive semiparametric regression |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
93 |

A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
153 |

A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |

A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
49 |

A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
19 |

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 |
3 |
164 |
0 |
4 |
13 |
365 |

Adaptive sampling for Bayesian variable selection |
0 |
0 |
1 |
26 |
0 |
1 |
4 |
115 |

Additive nonparametric regression with autocorrelated errors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
200 |

Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
161 |

Bayesian estimation of a random effects heteroscedastic probit model |
0 |
0 |
0 |
49 |
1 |
1 |
3 |
220 |

Bayesian estimation of an autoregressive model using Markov chain Monte Carlo |
0 |
2 |
3 |
217 |
0 |
3 |
10 |
403 |

Bayesian inference for nonlinear structural time series models |
0 |
0 |
1 |
34 |
0 |
0 |
6 |
132 |

Bayesian variable selection and model averaging in the arbitrage pricing theory model |
0 |
2 |
3 |
55 |
0 |
3 |
5 |
185 |

Computing p-values for the generalized Durbin-Watson and other invariant test statistics |
0 |
0 |
2 |
232 |
0 |
0 |
7 |
1,018 |

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

Consistent Estimation of Minimal Subset Dimension |
0 |
0 |
0 |
13 |
0 |
0 |
4 |
90 |

Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
37 |

Diagnostics for Time Series Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |

Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models |
0 |
0 |
1 |
139 |
1 |
2 |
6 |
324 |

Efficient Bayesian inference for Gaussian copula regression models |
0 |
0 |
1 |
204 |
0 |
2 |
6 |
430 |

Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage |
0 |
0 |
2 |
11 |
0 |
1 |
4 |
57 |

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator |
0 |
0 |
1 |
4 |
0 |
1 |
6 |
33 |

FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |

Generalized smooth finite mixtures |
0 |
0 |
1 |
21 |
1 |
1 |
4 |
100 |

Identification Results for ARMAX Structures |
0 |
0 |
0 |
65 |
0 |
0 |
2 |
199 |

Local and global identification and strong consistency in time series models |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
72 |

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

Mixed Marginal Copula Modeling |
0 |
0 |
3 |
4 |
0 |
0 |
8 |
9 |

Model selection in spline nonparametric regression |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
109 |

Modelling dependence using skew t copulas: Bayesian inference and applications |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
127 |

Multivariate Stochastic Volatility Models with Correlated Errors |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
93 |

Multivariate probit models for conditional claim-types |
0 |
1 |
2 |
53 |
0 |
2 |
7 |
225 |

Nonparametric regression using Bayesian variable selection |
2 |
3 |
20 |
542 |
2 |
7 |
39 |
1,002 |

Nonparametric seemingly unrelated regression |
0 |
0 |
4 |
224 |
0 |
0 |
6 |
474 |

On some properties of Markov chain Monte Carlo simulation methods based on the particle filter |
1 |
1 |
10 |
79 |
4 |
5 |
28 |
269 |

On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
38 |

Parsimonious Covariance Matrix Estimation for Longitudinal Data |
0 |
0 |
0 |
216 |
0 |
0 |
3 |
368 |

Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
162 |

Particle efficient importance sampling |
0 |
0 |
0 |
6 |
0 |
3 |
14 |
68 |

ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Regression density estimation using smooth adaptive Gaussian mixtures |
0 |
0 |
0 |
36 |
0 |
0 |
4 |
146 |

Semiparametric Bayesian Inference for Time Series with Mixed Spectra |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |

Statistical Correction of a Deterministic Numerical Weather Prediction Model |
0 |
1 |
3 |
32 |
0 |
1 |
3 |
96 |

Subsampling MCMC - an Introduction for the Survey Statistician |
0 |
1 |
2 |
3 |
0 |
1 |
8 |
29 |

Testing for linearity in a semiparametric regression model |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
80 |

The nonparametric estimation of growth curves |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |

Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
105 |

When is an aggregate of a time series efficiently forecast by its past? |
0 |
0 |
2 |
80 |
1 |
2 |
4 |
180 |

Total Journal Articles |
3 |
11 |
65 |
2,924 |
12 |
47 |
238 |
8,107 |