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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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A Bayesian approach to modeling mortgage default and prepayment
Bhattacharya, Arnab; Wilson, Simon P.; Soyer, Refik - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1112-1124
Persistent link: https://www.econbiz.de/10011990305
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Bayesian credibility for GLMs
Xacur, Oscar Alberto Quijano; Garrido, José - In: Insurance / Mathematics & economics 83 (2018), pp. 180-189
Persistent link: https://www.econbiz.de/10011944127
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Bayesian mortality forecasting with overdispersion
Wong, Jackie S. T.; Forster, Jonathan J.; Smith, Peter W. F. - In: Insurance / Mathematics & economics 83 (2018), pp. 206-221
Persistent link: https://www.econbiz.de/10011944142
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Bayesian nonlinear panel cointegration : an empirical application to the EKC hypothesis
Polemis, Michael; Tsionas, Efthymios G. - In: Letters in spatial and resource sciences : LSRS 12 (2019) 2, pp. 113-120
Persistent link: https://www.econbiz.de/10012109664
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Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto; Foroni, Claudia; Marcellino, Massimiliano - 2016 - This version: October 31, 2016
Persistent link: https://www.econbiz.de/10011806012
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A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios - In: Quantitative finance 18 (2018) 3, pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
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Parsimonious parameterization of age-period-cohort models by bayesian shrinkage
Venter, Gary; Şahin, Şule - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10011875580
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Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė; Lopes, Hedibert Freitas; … - In: Econometric reviews 38 (2019) 9, pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
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Sequential gibbs particle filter algorithm with applications to stochastic volatility and jumps estimation
Witzany, Jiří; Fičura, Milan - In: Finance a úvěr 69 (2019) 5, pp. 463-488
Persistent link: https://www.econbiz.de/10012170648