Referencias Analíticas
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Stochastic volatility modelling in continuous time with general marginal distributions: Inference, prediction and model selection
Gander, Matthew P.S.
; Stephens, David A.
p3068-3081
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Stationary mixture transition distribution (MTD) models via predictive distributions
Mena, Ramsés H.
; Walker, Stephen G.
p3103-3112
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Simulation-based sequential Bayesian design
Muller, Peter
; Berry, Don A.
; Grieve, Andy P.
; Smith, Michael
; Krams, Michael
p.3140-3150
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Random field priors for spectral density functions
Tonellato, Stefano F.
p3164-3176
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Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes
Tardelli, Paola
p.3127-2139
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Likelihood-based inference for a class of multivariate diffusions with unobserved paths
Kalogeropoulos, Konstantinos
p3092-3102
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Factor stochastic volatility with time varying loadings and Markov switching regimes
Lopes, Hedibert Freitas
; Carvalho, Carlos Marinho
p3082-3091
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Bayesian multi-resolution modeling for spatially replicated data sets with application to forest biomass data
Banerjee, Sudipto
; Finley, Andrew
p3193-3205
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Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis
Kottas, Athanasois
; Sansó, Bruno
p3151-3163
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Bayesian design in queues: An application to aeronautic maintenance
Morales, Javier
; Castellanos, M. Eugenia
; Mayoral, Asunción M.
; Fried, Roland
p3058-3067
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Bayesian control of the number of servers in a GI/M/c queueing system
Ausín, M. Concepción
; Lillo, Rosa E.
; Wiper, Michael P.
p3043-3057
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Approximate Bayesian inference for hierarchical Gaussian Markov random field models
Rue, Havard
; Martino, Sara
p3177-3192
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A two-state regime switching autoregressive model with an application to river flow analysis
Vasas, Krisztina
; Elek, Péter
; László, Márkus
p3113-3126
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