References in zbMATH (referenced in 14 articles , 1 standard article )

Showing results 1 to 14 of 14.
Sorted by year (citations)

  1. Angela Bitto-Nemling, Annalisa Cadonna, Sylvia Frühwirth-Schnatter, Peter Knaus: Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP (2019) arXiv
  2. Bitto, Angela; Frühwirth-Schnatter, Sylvia: Achieving shrinkage in a time-varying parameter model framework (2019)
  3. David Ardia; Keven Bluteau; Kris Boudt; Leopoldo Catania; Denis-Alexandre Trottier: Markov-Switching GARCH Models in R: The MSGARCH Package (2019) not zbMATH
  4. Kastner, Gregor: Sparse Bayesian time-varying covariance estimation in many dimensions (2019)
  5. Bhattacharya, Arnab; Wilson, Simon P.: Sequential Bayesian inference for static parameters in dynamic state space models (2018)
  6. Chaim, Pedro; Laurini, Márcio P.: Volatility and return jumps in Bitcoin (2018)
  7. De Luigi, Clara; Huber, Florian: Debt regimes and the effectiveness of monetary policy (2018)
  8. Hotz-Behofsits, Christian; Huber, Florian; Zörner, Thomas Otto: Predicting crypto-currencies using sparse non-Gaussian state space models (2018)
  9. Meng, Xiao-Li: Conducting highly principled data science: a statistician’s job and joy (2018)
  10. Huber, Florian; Krisztin, Tamás; Piribauer, Philipp: Forecasting global equity indices using large Bayesian VARs (2017)
  11. Nicholas Michaud, Perry de Valpine, Daniel Turek, Christopher J. Paciorek: Sequential Monte Carlo Methods in the nimble R Package (2017) arXiv
  12. Gregor Kastner: Dealing with Stochastic Volatility in Time Series Using the R Package stochvol (2016) not zbMATH
  13. Stojanović, Vladica S.; Popović, Biljana Č.; Milovanović, Gradimir V.: The Split-SV model (2016)
  14. Kastner, Gregor; Frühwirth-Schnatter, Sylvia: Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (2014)