Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models

Journal of Business and Economic Statistics - United Kingdom
doi 10.1198/073500107000000241
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Exact and Efficient Bayesian Inference for Multiple Changepoint Problems

Statistics and Computing
StatisticsProbabilityUncertaintyMathematicsComputational TheoryTheoretical Computer Science
2006English

Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model With Nonparametric Priors

2018English

On Efficient Bayesian Inference for Models With Stochastic Volatility

SSRN Electronic Journal
2016English

Semiparametric Bayesian Inference in Multiple Equation Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2005English

Efficient Bayesian Inference for Harmonic Models via Adaptive Posterior Factorization

Neurocomputing
Computer Science ApplicationsArtificial IntelligenceCognitive Neuroscience
2008English

Multiple Change‐point Models for Time Series

Environmetrics
Ecological ModelingStatisticsProbability
2019English

Semiparametric Bayesian Inference for Regression Models

Canadian Journal of Statistics
UncertaintyStatisticsProbability
1999English

Objective Bayesian Inference for Stress-Strength Models and Bayesian ANOVA

English

Robust Bayesian Inference for Set-Identified Models

2020English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy