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A general science-based framework for dynamical spatio-temporal models. (2010). Hooten, Mevin ; Wikle, Christopher.
In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
RePEc:spr:testjl:v:19:y:2010:i:3:p:417-451.

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  2. Dynamic Population Models with Temporal Preferential Sampling to Infer Phenology. (2023). McDevitt-Galles, Travis ; Hooten, Mevin B ; Schwob, Michael R.
    In: Journal of Agricultural, Biological and Environmental Statistics.
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  3. Discussion of “Saving Storage in Climate Ensembles: A Model-Based Stochastic Approach” by Huang Huang, Stefano Castruccio, Allison H. Baker and Marc Genton. (2023). Banerjee, Sudipto.
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  6. A Review of Data‐Driven Discovery for Dynamic Systems. (2023). North, Joshua S ; Schliep, Erin M ; Wikle, Christopher K.
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  8. Improving piecewise linear snow density models through hierarchical spatial and orthogonal functional smoothing. (2022). Rupper, Summer ; White, Philip A ; Keeler, Durban G ; Sheanshang, Daniel.
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  11. Forecasting high‐frequency spatio‐temporal wind power with dimensionally reduced echo state networks. (2022). Castruccio, Stefano ; Genton, Marc G ; Huang, Huang.
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  12. A Stationary Spatio‐Temporal GARCH Model. (2020). Holleland, Sondre ; Karlsen, Hans Arnfinn.
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  13. Spatiotemporal modelling using integro‐difference equations with bivariate stable kernels. (2020). Richardson, Robert ; Sanso, Bruno ; Kottas, Athanasios.
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  14. Comparison of Deep Neural Networks and Deep Hierarchical Models for Spatio-Temporal Data. (2019). Wikle, Christopher K.
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  17. Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Lu, Zudi ; Jiang, Zhenyu ; Zhu, Jun ; Al-Sulami, Dawlah .
    In: Econometrics and Statistics.
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  19. A Four Dimensional Spatio-Temporal Analysis of an Agricultural Dataset. (2015). Young, Rick R ; Donald, Margaret R ; Mengersen, Kerrie L.
    In: PLOS ONE.
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  20. Statistics for Spatio-Temporal Data by CRESSIE, N. and WIKLE, C. K.. (2012). Christensen, Ole F..
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  21. Assessing the Impact of a Movement Network on the Spatiotemporal Spread of Infectious Diseases. (2012). Held, Leonhard ; Rue, Hvard ; Schrodle, Birgit .
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  22. Hierarchical Bayesian modelling of plant pest invasions with human-mediated dispersal. (2011). Reeves, R ; Stanaway, M A ; Mengersen, K L.
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  4. Evolutionary Sequential Monte Carlo Samplers for Change-point Models. (2015). Dufays, Arnaud.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1518.

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  5. SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING. (2015). Villani, Mattias ; Kohn, Robert ; Quiroz, Matias.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0297.

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  6. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-06.

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  7. Learning, confidence, and option prices. (2015). Shaliastovich, Ivan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:18-42.

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  8. Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling. (2015). Nonejad, Nima.
    In: Economics Letters.
    RePEc:eee:ecolet:v:133:y:2015:i:c:p:35-39.

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  9. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations. (2015). Sun, Libo ; Hoeting, Jennifer A. ; Lee, Chihoon.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:84:y:2015:i:c:p:54-67.

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  10. Quasi-Newton particle Metropolis-Hastings. (2015). Schon, Thomas B. ; Dahlin, Johan ; Lindsten, Fredrik.
    In: Papers.
    RePEc:arx:papers:1502.03656.

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  11. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; Baştürk, Nalan ; Basturk, Nalan ; Cakmakli, Cem ; and Herman K. van Dijk, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140085.

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  12. Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers. (2014). Johansen, Adam ; Spano, Dario ; Finke, Axel.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:66:y:2014:i:3:p:577-609.

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  13. Bayesian Analysis of Bubbles in Asset Prices. (2014). Yu, Jun ; Fulop, Andras.
    In: Working Papers.
    RePEc:siu:wpaper:04-2014.

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  14. Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto.
    In: Working Paper series.
    RePEc:rim:rimwps:19_14.

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  15. Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility. (2014). Leon-Gonzalez, Roberto.
    In: GRIPS Discussion Papers.
    RePEc:ngi:dpaper:14-12.

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  16. On idiosyncratic stochasticity of financial leverage effects. (2014). Breto, Carles.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:91:y:2014:i:c:p:20-26.

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  17. Bayesian inference for nonlinear structural time series models. (2014). Kohn, Robert ; Pitt, Michael K. ; Hall, Jamie .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:2:p:99-111.

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  18. Marginal likelihood for Markov-switching and change-point GARCH models. (2014). Dufays, Arnaud ; Bauwens, Luc ; Rombouts, Jeroen V. K., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p3:p:508-522.

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  19. RMCMC: A system for updating Bayesian models. (2014). Lau, Din-Houn F. ; Gandy, Axel.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:80:y:2014:i:c:p:99-110.

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  20. Simulation-based Bayesian inference for epidemic models. (2014). McKinley, Trevelyan J. ; Deardon, Rob ; Ross, Joshua V. ; Cook, Alex R..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:71:y:2014:i:c:p:434-447.

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  21. Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2013). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; Baştürk, Nalan ; Basturk, Nalan ; Cakmakli, Cem.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130191.

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  22. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2013). Koop, Gary.
    In: Working Papers.
    RePEc:str:wpaper:1303.

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  23. Parametric estimation of hidden stochastic model by contrast minimization and deconvolution. (2013). el Kolei, Salima.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:76:y:2013:i:8:p:1031-1081.

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  24. Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. (2013). Sarkka, Simo ; Mbalawata, Isambi ; Haario, Heikki.
    In: Computational Statistics.
    RePEc:spr:compst:v:28:y:2013:i:3:p:1195-1223.

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  25. Assessing DSGE Model Nonlinearities. (2013). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19693.

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  26. Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries. (2013). Schorfheide, Frank ; Cuba-Borda, Pablo ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19248.

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  27. Generalized method of moments with latent variables. (2013). Ragusa, Giuseppe ; Giacomini, Raffaella ; Gallant, A..
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:50/13.

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  28. Assessing DSGE model nonlinearities. (2013). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:13-47.

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  29. Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. (2013). Kalogeropoulos, Konstantinos ; Baguelin, Marc ; Dureau, Joseph.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:41749.

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  30. Advanced MCMC methods for sampling on diffusion pathspace. (2013). Kalogeropoulos, Konstantinos ; Pazos, Erik ; Beskos, Alexandros.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:123:y:2013:i:4:p:1415-1453.

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  31. Indirect Inference in fractional short-term interest rate diffusions. (2013). Laurini, Márcio ; Hotta, Luiz.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:94:y:2013:i:c:p:109-126.

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  32. A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models. (2013). Donnet, Sophie ; Samson, Adeline.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11429.

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  33. On the Particle Gibbs Sampler. (2013). Chopin, Nicolas ; Singh, Sumeetpal S..
    In: Working Papers.
    RePEc:crs:wpaper:2013-41.

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  34. Generalized Method of Moments with Latent Variables. (2013). Ragusa, Giuseppe ; Giacomini, Raffaella ; Gallant, A..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9692.

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  35. Likelihood inference in non-linear term structure models: the importance of the lower bound. (2013). Meldrum, Andrew ; Andreasen, Martin .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0481.

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  36. On idiosyncratic stochasticity of financial leverage effects. (2013). Carles Bret'o, .
    In: Papers.
    RePEc:arx:papers:1312.5496.

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  37. Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2013). Nonejad, Nima.
    In: CREATES Research Papers.
    RePEc:aah:create:2013-27.

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  38. Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions. (2012). Shen, Yuan ; Opper, Manfred ; Cornford, Dan ; Archambeau, Cedric .
    In: Computational Statistics.
    RePEc:spr:compst:v:27:y:2012:i:1:p:149-176.

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  39. Consumption dynamics in general equilibrium. (2012). Hall, Jamie.
    In: MPRA Paper.
    RePEc:pra:mprapa:43933.

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  40. Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods. (2012). Strachan, Rodney.
    In: MPRA Paper.
    RePEc:pra:mprapa:39360.

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  41. Does Basel II Pillar 3 Risk Exposure Data help to Identify Risky Banks?. (2012). Sabiwalsky, Ralf.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-008.

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  42. On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. (2012). Kohn, Robert ; Giordani, Paolo ; Silva, Ralph dos Santos, ; Pitt, Michael K..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:171:y:2012:i:2:p:134-151.

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  43. Direct fitting of dynamic models using integrated nested Laplace approximations — INLA. (2012). Ruiz-Crdenas, Ramiro ; Rue, Hvard ; Krainski, Elias T..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:6:p:1808-1828.

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  44. Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State. (2012). Gallant, A. ; Hong, Han ; Khwaja, Ahmed.
    In: Working Papers.
    RePEc:duk:dukeec:12-01.

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  45. The Empirical Implications of the Interest-Rate Lower Bound. (2012). Smith, Matthew ; Lopez-Salido, David ; Gust, Christopher.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9214.

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  46. Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Ionides, Edward L. ; Breto, Carles.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:121:y:2011:i:11:p:2571-2591.

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  47. Non-linear DSGE models and the optimized central difference particle filter. (2011). Andreasen, Martin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:10:p:1671-1695.

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  48. state-observation sampling and the econometrics of learning models. (2011). Calvet, Laurent ; Czellar, Veronika.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0947.

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  49. A general science-based framework for dynamical spatio-temporal models. (2010). Hooten, Mevin ; Wikle, Christopher.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:19:y:2010:i:3:p:417-451.

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