Seguir
Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter
Professor of Applied Statistics and Econometrics, WU Vienna University of Economics and Business
Dirección de correo verificada de wu.ac.at
Título
Citado por
Citado por
Año
Finite mixture and Markov switching models
S Frühwirth-Schnatter
Springer, 2006
24872006
Data augmentation and dynamic linear models
S Frühwirth‐Schnatter
Journal of time series analysis 15 (2), 183-202, 1994
11891994
Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models
S Frühwirth-Schnatter
Journal of the American Statistical Association 96 (453), 194-209, 2001
6072001
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
G Kastner, S Frühwirth-Schnatter
Computational Statistics & Data Analysis 76, 408-423, 2014
3692014
Stochastic model specification search for Gaussian and partial non-Gaussian state space models
S Frühwirth-Schnatter, H Wagner
Journal of Econometrics 154 (1), 85-100, 2010
2842010
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
S Frühwirth‐Schnatter
The Econometrics Journal 7 (1), 143-167, 2004
2492004
Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions
S Frühwirth-Schnatter, S Pyne
Biostatistics 11 (2), 317-336, 2010
2472010
Model-based clustering of multiple time series
S Fröhwirth-Schnatter, S Kaufmann
Journal of Business & Economic Statistics 26 (1), 78-89, 2008
2252008
Achieving shrinkage in a time-varying parameter model framework
A Bitto, S Frühwirth-Schnatter
Journal of Econometrics 210 (1), 75-97, 2019
1902019
Model-based clustering based on sparse finite Gaussian mixtures
G Malsiner-Walli, S Frühwirth-Schnatter, B Grün
Statistics and computing 26 (1), 303-324, 2016
1862016
Bayesian exploratory factor analysis
G Conti, S Frühwirth-Schnatter, JJ Heckman, R Piatek
Journal of econometrics 183 (1), 31-57, 2014
1742014
Handbook of mixture analysis
S Fruhwirth-Schnatter, G Celeux, CP Robert
CRC press, 2019
1732019
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
S Frühwirth-Schnatter, H Wagner
Biometrika 93 (4), 827-841, 2006
1642006
Data augmentation and MCMC for binary and multinomial logit models
S Frühwirth-Schnatter, R Frühwirth
Statistical modelling and regression structures: Festschrift in honour of …, 2010
1452010
Auxiliary mixture sampling with applications to logistic models
S Fruehwirth-Schnatter, R Frühwirth
Computational Statistics & Data Analysis 51 (7), 3509-3528, 2007
1392007
Efficient Bayesian inference for multivariate factor stochastic volatility models
G Kastner, S Frühwirth-Schnatter, HF Lopes
Journal of Computational and Graphical Statistics 26 (4), 905-917, 2017
1342017
Improved auxiliary mixture sampling for hierarchical models of non-Gaussian data
S Frühwirth-Schnatter, R Frühwirth, L Held, H Rue
Statistics and Computing 19, 479-492, 2009
1152009
Bayesian model discrimination and Bayes factors for linear Gaussian state space models
S Frühwirth‐Schnatter
Journal of the Royal Statistical Society: Series B (Methodological) 57 (1 …, 1995
1041995
On fuzzy Bayesian inference
S Frühwirth-Schnatter
Fuzzy sets and systems 60 (1), 41-58, 1993
951993
Applied state space modelling of non-Gaussian time series using integration-based Kalman filtering
S Frühwirth-Schnatter
Statistics and Computing 4, 259-269, 1994
931994
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20