Found 68 Documents (Results 1–68)
Tail forecasting with multivariate Bayesian additive regression trees. (English) Zbl 07766762
MSC:
62-XX
System identification using autoregressive Bayesian neural networks with nonparametric noise models. (English) Zbl 07731476
Testing for measurement error in regression with autoregressive innovations. (English) Zbl 07714122
MSC:
62-XX
Bayesian modeling and forecasting of vector autoregressive moving average processes. (English) Zbl 07706268
MSC:
62-XX
Bayesian quantile semiparametric mixed-effects double regression models. (English) Zbl 07660279
MSC:
62-XX
Semiparametric Bayesian Markov analysis of personalized benefit-risk assessment. (English) Zbl 1446.62293
Shape-constrained semiparametric additive stochastic volatility models. (English) Zbl 07660196
MSC:
62-XX
Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with \(\mathrm{AP}(q)\) perturbation. (English) Zbl 07193876
MSC:
62-XX
Asymptotic distribution of least square estimators for linear models with dependent errors. (English) Zbl 1419.62165
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications. (English) Zbl 1507.62292
A hierarchical Bayesian regression model for the uncertain functional constraint using screened scale mixtures of Gaussian distributions. (English) Zbl 1342.62033
Typical decision problems in the first-order autoregressive time series. (English) Zbl 1457.62275
J. Stat. Comput. Simulation 85, No. 14, 2919-2935 (2015); corrigendum ibid. 85, No. 14, i (2015).
HmmSeq: a hidden Markov model for detecting differentially expressed genes from RNA-seq data. (English) Zbl 1454.62323
Steady-state Gibbs sampler estimation for lung cancer data. (English) Zbl 1352.62012
MSC:
62-07
62P10
Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors. (English) Zbl 1514.62566
MSC:
62-XX
Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution. (English) Zbl 1471.62216
Moving average stochastic volatility models with application to inflation forecast. (English) Zbl 1284.91423
A Bayesian approach to term structure modeling using heavy-tailed distributions. (English) Zbl 1306.62215
Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach. (English) Zbl 1284.91475
Bayesian analysis of stochastic volatility models with mixture-of-normal distributions. (English) Zbl 1162.91362
Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach. (English) Zbl 1429.62660
Adaptive proposal construction for reversible jump MCMC. (English) Zbl 1190.62048
Reviewer: R. E. Maiboroda (Kyïv)
A Bayesian framework for estimating vaccine efficacy per infectious contact. (English) Zbl 1154.62087
Modeling and calculating the effect of treatment at baseline from panel outcomes. (English) Zbl 1247.62084
An interest-rate model analysis based on data augmentation Bayesian forecasting. (English) Zbl 1119.62369
Statistical inference in a stochastic epidemic SEIR model with control intervention: Ebola as a case study. (English) Zbl 1114.62120
Bayesian analysis of a linear mixed model with \(AR(P)\) errors via MCMC. (English) Zbl 1121.62310
MSC:
62-XX
Bayesian analysis of Box–Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence. (English) Zbl 1081.62021
On the use of local optimizations within Metropolis-Hastings updates. (English) Zbl 1079.62025
Reviewer: Gong Guanglu (Beijing)
Bayesian estimation for time-series regressions improved with exact likelihoods. (English) Zbl 1211.62148
On time series with randomized unit root and randomized seasonal unit root. (English) Zbl 1429.62395
Bayesian methods for change-point detection in long-range dependent processes. (English) Zbl 1114.62092
Reviewer: Mikhail P. Moklyachuk (Kyïv)
On sampling the degree-of-freedom of Student’s-\(t\) disturbances. (English) Zbl 1082.62505
MSC:
62F15
65C60
Testing for integration using evolving trend and seasonals models: A Bayesian approach. (English) Zbl 1079.62557
Exact small-sample inference in stationary, fully regular, dynamic demand models. (English) Zbl 0998.62098
Business cycle durations. (English) Zbl 0979.62095
Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances. (English) Zbl 0962.62087
Bayesian enhancement of speech and audio signals which can be modelled as ARMA processes. (English) Zbl 1095.62504
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