Cribben, Ivor Change points in heavy-tailed multivariate time series: methods using precision matrices. (English) Zbl 1436.62490 Appl. Stoch. Models Bus. Ind. 35, No. 2, 299-320 (2019). MSC: 62P05 62M10 62J07 62H12 62G32 PDFBibTeX XMLCite \textit{I. Cribben}, Appl. Stoch. Models Bus. Ind. 35, No. 2, 299--320 (2019; Zbl 1436.62490) Full Text: DOI
Serhiyenko, Volodymyr; Ravishanker, Nalini; Venkatesan, Rajkumar Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category. (English) Zbl 1411.62328 Appl. Stoch. Models Bus. Ind. 34, No. 1, 61-78 (2018). MSC: 62P10 62H25 62H30 62M10 PDFBibTeX XMLCite \textit{V. Serhiyenko} et al., Appl. Stoch. Models Bus. Ind. 34, No. 1, 61--78 (2018; Zbl 1411.62328) Full Text: DOI
Hoegh, Andrew; Leman, Scotland Correlated model fusion. (English) Zbl 1411.62359 Appl. Stoch. Models Bus. Ind. 34, No. 1, 31-43 (2018). MSC: 62P25 62M20 62C25 62H20 PDFBibTeX XMLCite \textit{A. Hoegh} and \textit{S. Leman}, Appl. Stoch. Models Bus. Ind. 34, No. 1, 31--43 (2018; Zbl 1411.62359) Full Text: DOI
Zhao, Zoey; Xie, Meng; West, Mike Rejoinder to “Dynamic dependence networks: financial time series forecasting and portfolio decisions”. (English) Zbl 1411.62310 Appl. Stoch. Models Bus. Ind. 32, No. 3, 336-339 (2016). MSC: 62P05 62M20 91B84 PDFBibTeX XMLCite \textit{Z. Zhao} et al., Appl. Stoch. Models Bus. Ind. 32, No. 3, 336--339 (2016; Zbl 1411.62310) Full Text: DOI
Zhao, Zoey Yi; Xie, Meng; West, Mike Dynamic dependence networks: financial time series forecasting and portfolio decisions. (English) Zbl 1411.62311 Appl. Stoch. Models Bus. Ind. 32, No. 3, 311-332 (2016). MSC: 62P05 62M20 91B84 62M10 PDFBibTeX XMLCite \textit{Z. Y. Zhao} et al., Appl. Stoch. Models Bus. Ind. 32, No. 3, 311--332 (2016; Zbl 1411.62311) Full Text: DOI arXiv
Marques, Reinaldo; Pizzinga, Adrian; Vereda, Luciano Restricted Kalman filter applied to dynamic style analysis of actuarial funds. (English) Zbl 1286.91070 Appl. Stoch. Models Bus. Ind. 28, No. 6, 558-570 (2012). MSC: 91B30 91B84 60G35 91G10 62P05 PDFBibTeX XMLCite \textit{R. Marques} et al., Appl. Stoch. Models Bus. Ind. 28, No. 6, 558--570 (2012; Zbl 1286.91070) Full Text: DOI
Wang, Xikui; Yi, Yanqing An optimal investment and consumption model with stochastic returns. (English) Zbl 1224.91144 Appl. Stoch. Models Bus. Ind. 25, No. 1, 45-55 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G10 90C40 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Yi}, Appl. Stoch. Models Bus. Ind. 25, No. 1, 45--55 (2009; Zbl 1224.91144) Full Text: DOI
Triantafyllopoulos, K. Feedback quality adjustment with Bayesian state-space models. (English) Zbl 1164.62087 Appl. Stoch. Models Bus. Ind. 23, No. 2, 145-156 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P30 62M10 62F15 65C60 62L99 PDFBibTeX XMLCite \textit{K. Triantafyllopoulos}, Appl. Stoch. Models Bus. Ind. 23, No. 2, 145--156 (2007; Zbl 1164.62087) Full Text: DOI
Ravines, Romy R.; Schmidt, Alexandra M.; Migon, Helio S. Revisiting distributed lag models through a Bayesian perspective. (English) Zbl 1112.62102 Appl. Stoch. Models Bus. Ind. 22, No. 2, 193-210 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62F15 65C40 PDFBibTeX XMLCite \textit{R. R. Ravines} et al., Appl. Stoch. Models Bus. Ind. 22, No. 2, 193--210 (2006; Zbl 1112.62102) Full Text: DOI
Palomo, Jesus; Ruggeri, Fabrizio; Rios Insua, David; Cagno, Enrico; Caron, Franco; Mancini, Mauro On Bayesian forecasting of procurement delays: a case study. (English) Zbl 1114.62139 Appl. Stoch. Models Bus. Ind. 22, No. 2, 181-192 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P30 90B50 62C10 PDFBibTeX XMLCite \textit{J. Palomo} et al., Appl. Stoch. Models Bus. Ind. 22, No. 2, 181--192 (2006; Zbl 1114.62139) Full Text: DOI
Pezzulli, Sergio; Frederic, Patrizio; Majithia, Shanti; Sabbagh, Sal; Black, Emily; Sutton, Rowan; Stephenson, David The seasonal forecast of electricity demand: A hierarchical Bayesian model with climatological weather generator. (English) Zbl 1114.62135 Appl. Stoch. Models Bus. Ind. 22, No. 2, 113-125 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P20 62F15 86A10 62P12 PDFBibTeX XMLCite \textit{S. Pezzulli} et al., Appl. Stoch. Models Bus. Ind. 22, No. 2, 113--125 (2006; Zbl 1114.62135) Full Text: DOI
De Alba, Enrique The Bayesian method of moments (BMOM) in some aggregation problems in econometrics. (English) Zbl 1114.62134 Appl. Stoch. Models Bus. Ind. 22, No. 2, 95-112 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P20 62F15 62M10 PDFBibTeX XMLCite \textit{E. De Alba}, Appl. Stoch. Models Bus. Ind. 22, No. 2, 95--112 (2006; Zbl 1114.62134) Full Text: DOI
Salvador, Manuel; Gargallo, Pilar Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach. (English) Zbl 1113.62108 Appl. Stoch. Models Bus. Ind. 22, No. 1, 17-39 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62F15 65C60 62M20 PDFBibTeX XMLCite \textit{M. Salvador} and \textit{P. Gargallo}, Appl. Stoch. Models Bus. Ind. 22, No. 1, 17--39 (2006; Zbl 1113.62108) Full Text: DOI
Campagnoli, Patrizia; Muliere, Pietro; Petrone, Sonia Generalized dynamic linear models for financial time series. (English) Zbl 0967.91066 Appl. Stoch. Models Bus. Ind. 17, No. 1, 27-39 (2001). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B84 60G15 62M20 60G35 60G25 93E11 PDFBibTeX XMLCite \textit{P. Campagnoli} et al., Appl. Stoch. Models Bus. Ind. 17, No. 1, 27--39 (2001; Zbl 0967.91066) Full Text: DOI
Mantovan, P.; Pastore, A.; Tonellato, S. A comparison between parallel algorithms for system parameter estimation in dynamic linear models. (English) Zbl 0960.62099 Appl. Stoch. Models Bus. Ind. 15, No. 4, 369-378 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M20 93E11 65C05 60G35 62J05 PDFBibTeX XMLCite \textit{P. Mantovan} et al., Appl. Stoch. Models Bus. Ind. 15, No. 4, 369--378 (1999; Zbl 0960.62099) Full Text: DOI