Research graph
References from Bayesian estimation of switching ARMA models. Local targets link to admitted publications; unresolved targets remain external evidence.
Bayesian inference for autoregressive time series with mean and variance subject to Markov jumps
10.2307/1391303 · 1993 · External reference
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
10.1016/0304-4076(95)01744-5 · 1996 · External reference
Switching state space models, likelihood function, filtering and smoothing
10.1016/s0378-3758(97)00136-5 · 1998 · External reference
Unresolved reference
External reference
Bayes inference for regression models with ARMA(p, q) errors
10.1016/0304-4076(94)90063-9 · 1994 · External reference
Markov Chain Monte-Carlo convergence diagnostics: A comparative study
10.2307/2291683 · 1996 · External reference
Sampling based approaches to calculating marginal densities
10.2307/2289776 · 1990 · External reference
10.1093/oso/9780198523567.003.0038
10.1093/oso/9780198523567.003.0038 · External reference
10.1201/b14835
10.1201/b14835 · External reference
Unresolved reference
External reference
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates
10.1016/0165-1889(88)90047-4 · 1988 · External reference
A new approach to the economic analysis of nonstationary time series and the business cycle
10.2307/1912559 · 1989 · External reference
Bayesian analysis of stochastic volatility models (with discussion)
10.2307/1392199 · 1994 · External reference
Randomly choosing parameters from the stationarity and invertibility region of autoregressive-moving average models
1987 · External reference
Non-Gaussian state-space modelling of nonstationary time series
10.2307/2289375 · 1987 · External reference
Unresolved reference
External reference
Correlation structure and convergence rate of the Gibbs sampler with various scans
10.1111/j.2517-6161.1995.tb02021.x · 1995 · External reference
10.1093/oso/9780198523567.003.0014
10.1093/oso/9780198523567.003.0014 · External reference
Unresolved reference
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Unresolved reference
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Simulation of right- and left-truncated Gamma distributions by mixtures
10.1023/a:1018534102043 · 1997 · External reference
Unresolved reference
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Invited discussion of ‘On Bayesian Analysis of Mixtures with an unknown Number of Components’ by S. Richardson and P. Green
1997 · External reference
Resampling schemes for hidden Markov models and their application for maximum likelihood estimation
10.1023/a:1008938201645 · 1998 · External reference
Partial non-Gaussian state space
10.1093/biomet/81.1.115 · 1994 · External reference
The calculation of posterior distributions by data augmentation
10.2307/2289457 · 1987 · External reference
Markov chains for exploring posterior distributions (with discussion)
10.1214/aos/1176325750 · 1994 · External reference
