Ashton de Silva, Rob J Hyndman, and Ralph Snyder
The
vector innovations structural time series framework: a simple approach
to multivariate forecasting
Maria Elena De Giuli, Mario Alessandro Maggi, and Claudia Tarantola
Bayesian
outlier detection in Capital Asset Pricing Model
Geert Verbeke and Geert Molenberghs
Arbitrariness
of models for augmented and coarse data, with emphasis on incomplete data
and random effects models
Brian H Neelon, A James O’Malley, and Sharon-Lise T Normand
A
Bayesian model for repeated measures zero-inflated count data with
application to outpatient psychiatric service use
Angela Montanari and Cinzia Viroli
Heteroscedastic factor mixture analysis