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Frühwirth-Schnatter, Sylvia

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Author ID: fruhwirth-schnatter.sylvia Recent zbMATH articles by "Frühwirth-Schnatter, Sylvia"
Published as: Frühwirth-Schnatter, Sylvia; Frúhwirth-Schnatter, S.; Frühwirth-Schnatter, S.

Publications by Year

Citations contained in zbMATH Open

37 Publications have been cited 868 times in 644 Documents Cited by Year
Finite mixture and Markov switching models. Zbl 1108.62002
Frühwirth-Schnatter, Sylvia
286
2006
Data augmentation and dynamic linear models. Zbl 0815.62065
Frühwirth-Schnatter, Sylvia
122
1994
Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models. Zbl 1015.62022
Frühwirth-Schnatter, Sylvia
101
2001
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. Zbl 1053.62087
Frühwirth-Schnatter, Sylvia
47
2004
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling. Zbl 1436.62421
Frühwirth-Schnatter, Sylvia; Wagner, Helga
34
2006
Auxiliary mixture sampling with applications to logistic models. Zbl 1161.62387
Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
25
2007
Model-based clustering based on sparse finite Gaussian mixtures. Zbl 1342.62109
Malsiner-Walli, Gertraud; Frühwirth-Schnatter, Sylvia; Grün, Bettina
25
2016
Stochastic model specification search for Gaussian and partial non-Gaussian state space models. Zbl 1431.62373
Frühwirth-Schnatter, Sylvia; Wagner, Helga
23
2010
Bayesian model discrimination and Bayes factors for linear Gaussian state space models. Zbl 0809.62023
Frühwirth-Schnatter, Sylvia
18
1995
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Zbl 06983987
Kastner, Gregor; Frühwirth-Schnatter, Sylvia
17
2014
On statistical inference for fuzzy data with applications to descriptive statistics. Zbl 0786.62003
Frühwirth-Schnatter, Sylvia
17
1992
Bayesian analysis of switching ARCH models. Zbl 1091.62076
Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia
17
2002
On fuzzy Bayesian inference. Zbl 0796.62003
Frühwirth-Schnatter, Sylvia
13
1993
Fully Bayesian analysis of switching Gaussian state space models. Zbl 0995.62087
Frühwirth-Schnatter, Sylvia
13
2001
Handbook of mixture analysis. Zbl 1419.62001
10
2019
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. Zbl 1452.62060
Frühwirth-Schnatter, Sylvia; Wagner, Helga
10
2008
Bayesian exploratory factor analysis. Zbl 1312.62077
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
10
2014
Panel data analysis: a survey on model-based clustering of time series. Zbl 1274.62591
Frühwirth-Schnatter, Sylvia
10
2011
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. Zbl 1255.62150
Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; Frühwirth-Schnatter, Sylvia
9
2012
Achieving shrinkage in a time-varying parameter model framework. Zbl 1452.62216
Bitto, Angela; Frühwirth-Schnatter, Sylvia
8
2019
Model-based clustering of categorical time series. Zbl 1330.62256
Pamminger, Christoph; Frühwirth-Schnatter, Sylvia
8
2010
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Zbl 1474.62225
Frühwirth-Schnatter, Sylvia; Malsiner-Walli, Gertraud
6
2019
Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-\(t\) distributions. Zbl 1437.62465
Frühwirth-Schnatter, Sylvia; Pyne, Saumyadipta
6
2010
Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law. Zbl 1294.62184
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
5
2009
Efficient Bayesian parameter estimation. Zbl 05280144
Frühwirth-Schnatter, Sylvia
5
2004
Estimating models based on Markov jump processes given fragmented observation series. Zbl 1332.62283
Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn
4
2009
Efficient MCMC for binomial logit models. Zbl 06860001
Fussl, Agnes; Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
3
2013
A dynamic changepoint model for detecting the onset of growth in bacteriological infections. Zbl 0825.62893
Whittaker, Joe; Frúhwirth-Schnatter, S.
3
1994
Neural network models for conditional distribution under Bayesian analysis. Zbl 1146.68426
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
3
2008
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave. Zbl 1420.62490
Jacobi, Liana; Wagner, Helga; Frühwirth-Schnatter, Sylvia
2
2016
Mixture of experts models. Zbl 1428.62273
Gormley, Isobel Claire; Frühwirth-Schnatter, Sylvia
2
2019
Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. Zbl 1405.62239
Frühwirth-Schnatter, Sylvia; Pittner, Stefan; Weber, Andrea; Winter-Ebmer, Rudolf
1
2018
Approximate predictive integrals for dynamic generalized linear models. Zbl 0800.62434
Frühwirth-Schnatter, Sylvia
1
1992
Bayesian estimation of the Heston stochastic volatility model. Zbl 1162.91509
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
1
2003
Bayesian testing for non-linearity in volatility modeling. Zbl 1157.62524
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
1
2006
Keeping the balance – bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models. Zbl 07120730
Frühwirth-Schnatter, Sylvia
1
2019
Model selection for mixture models – perspectives and strategies. Zbl 1428.62269
Celeux, Gilles; Frühwirth-Schnatter, Sylvia; Robert, Christian P.
1
2019
Handbook of mixture analysis. Zbl 1419.62001
10
2019
Achieving shrinkage in a time-varying parameter model framework. Zbl 1452.62216
Bitto, Angela; Frühwirth-Schnatter, Sylvia
8
2019
From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Zbl 1474.62225
Frühwirth-Schnatter, Sylvia; Malsiner-Walli, Gertraud
6
2019
Mixture of experts models. Zbl 1428.62273
Gormley, Isobel Claire; Frühwirth-Schnatter, Sylvia
2
2019
Keeping the balance – bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models. Zbl 07120730
Frühwirth-Schnatter, Sylvia
1
2019
Model selection for mixture models – perspectives and strategies. Zbl 1428.62269
Celeux, Gilles; Frühwirth-Schnatter, Sylvia; Robert, Christian P.
1
2019
Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. Zbl 1405.62239
Frühwirth-Schnatter, Sylvia; Pittner, Stefan; Weber, Andrea; Winter-Ebmer, Rudolf
1
2018
Model-based clustering based on sparse finite Gaussian mixtures. Zbl 1342.62109
Malsiner-Walli, Gertraud; Frühwirth-Schnatter, Sylvia; Grün, Bettina
25
2016
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave. Zbl 1420.62490
Jacobi, Liana; Wagner, Helga; Frühwirth-Schnatter, Sylvia
2
2016
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Zbl 06983987
Kastner, Gregor; Frühwirth-Schnatter, Sylvia
17
2014
Bayesian exploratory factor analysis. Zbl 1312.62077
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
10
2014
Efficient MCMC for binomial logit models. Zbl 06860001
Fussl, Agnes; Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
3
2013
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. Zbl 1255.62150
Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; Frühwirth-Schnatter, Sylvia
9
2012
Panel data analysis: a survey on model-based clustering of time series. Zbl 1274.62591
Frühwirth-Schnatter, Sylvia
10
2011
Stochastic model specification search for Gaussian and partial non-Gaussian state space models. Zbl 1431.62373
Frühwirth-Schnatter, Sylvia; Wagner, Helga
23
2010
Model-based clustering of categorical time series. Zbl 1330.62256
Pamminger, Christoph; Frühwirth-Schnatter, Sylvia
8
2010
Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-\(t\) distributions. Zbl 1437.62465
Frühwirth-Schnatter, Sylvia; Pyne, Saumyadipta
6
2010
Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law. Zbl 1294.62184
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
5
2009
Estimating models based on Markov jump processes given fragmented observation series. Zbl 1332.62283
Hahn, Markus; Frühwirth-Schnatter, Sylvia; Sass, Jörn
4
2009
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. Zbl 1452.62060
Frühwirth-Schnatter, Sylvia; Wagner, Helga
10
2008
Neural network models for conditional distribution under Bayesian analysis. Zbl 1146.68426
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
3
2008
Auxiliary mixture sampling with applications to logistic models. Zbl 1161.62387
Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
25
2007
Finite mixture and Markov switching models. Zbl 1108.62002
Frühwirth-Schnatter, Sylvia
286
2006
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling. Zbl 1436.62421
Frühwirth-Schnatter, Sylvia; Wagner, Helga
34
2006
Bayesian testing for non-linearity in volatility modeling. Zbl 1157.62524
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg
1
2006
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques. Zbl 1053.62087
Frühwirth-Schnatter, Sylvia
47
2004
Efficient Bayesian parameter estimation. Zbl 05280144
Frühwirth-Schnatter, Sylvia
5
2004
Bayesian estimation of the Heston stochastic volatility model. Zbl 1162.91509
Frühwirth-Schnatter, Sylvia; Sögner, Leopold
1
2003
Bayesian analysis of switching ARCH models. Zbl 1091.62076
Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia
17
2002
Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models. Zbl 1015.62022
Frühwirth-Schnatter, Sylvia
101
2001
Fully Bayesian analysis of switching Gaussian state space models. Zbl 0995.62087
Frühwirth-Schnatter, Sylvia
13
2001
Bayesian model discrimination and Bayes factors for linear Gaussian state space models. Zbl 0809.62023
Frühwirth-Schnatter, Sylvia
18
1995
Data augmentation and dynamic linear models. Zbl 0815.62065
Frühwirth-Schnatter, Sylvia
122
1994
A dynamic changepoint model for detecting the onset of growth in bacteriological infections. Zbl 0825.62893
Whittaker, Joe; Frúhwirth-Schnatter, S.
3
1994
On fuzzy Bayesian inference. Zbl 0796.62003
Frühwirth-Schnatter, Sylvia
13
1993
On statistical inference for fuzzy data with applications to descriptive statistics. Zbl 0786.62003
Frühwirth-Schnatter, Sylvia
17
1992
Approximate predictive integrals for dynamic generalized linear models. Zbl 0800.62434
Frühwirth-Schnatter, Sylvia
1
1992
all top 5

Cited by 1,119 Authors

21 Frühwirth-Schnatter, Sylvia
18 Yao, Weixin
13 Punzo, Antonio
12 Gamerman, Dani
10 McNicholas, Paul D.
10 Spezia, Luigi
9 Lin, Tsung I.
9 Rue, Håvard
8 Wagner, Helga
7 Chopin, Nicolas
7 Ingrassia, Salvatore
7 Lachos Dávila, Víctor Hugo
7 Lopes, Hedibert Freitas
7 Papastamoulis, Panagiotis
7 van Dijk, Herman K.
6 Cabral, Celso Rômulo Barbosa
6 Czado, Claudia
6 Galimberti, Giuliano
6 Koop, Gary
6 Paroli, Roberta
6 Soffritti, Gabriele
5 Bauwens, Luc C. A. A.
5 Kohn, Robert J.
5 Lee, Sharon X.
5 McLachlan, Geoffrey John
5 Omori, Yasuhiro
5 Quintana, Fernando Andrés
5 Rombouts, Jeroen V. K.
5 Saraiva, Erlandson F.
5 Yang, Miin-Shen
4 Aktekin, Tevfik
4 Andrews, Jeffrey L.
4 Arellano-Valle, Reinaldo Boris
4 Arnold, Bernhard F.
4 Carvalho, Carlos Marinho
4 Casarin, Roberto
4 Chan, Joshua C. C.
4 Fiorentini, Gabriele
4 Gajek, Lesław
4 Gormley, Isobel Claire
4 Held, Leonhard
4 Ho, Hsiu J.
4 Hoogerheide, Lennart F.
4 Huang, Mian
4 Huber, Florian
4 Kunihama, Tsuyoshi
4 Lang, Stefan M.
4 Maleki, Mohsen
4 Martin, Gael M.
4 Mengersen, Kerrie L.
4 Migliorati, Sonia
4 Milan, Luis Aparecido
4 Rudź, Marcin
4 Song, Xinyuan
4 Wang, Shaoli
4 Wikle, Christopher K.
4 Xiang, Sijia
3 Abanto-Valle, Carlos Antonio
3 Biernacki, Christophe
3 Celeux, Gilles
3 Dellaportas, Petros
3 Deschamps, Philippe J.
3 Dey, Dipak Kumar
3 Dorffner, Georg
3 Fahrmeir, Ludwig
3 Ferreira, Marco A. R.
3 Fop, Michael
3 Forbes, Catherine S.
3 Govaert, Gérard
3 Griffin, Jim E.
3 Gronau, Quentin F.
3 Guglielmi, Alessandra
3 Heck, Daniel W.
3 Holan, Scott H.
3 Hung, Wenliang
3 Kastner, Gregor
3 Kaufmann, Sylvia
3 Kneib, Thomas
3 Kottas, Athanasios
3 Lee, Kuo-Jung
3 Leisen, Fabrizio
3 Liesenfeld, Roman
3 Lindström, Erik
3 Madsen, Henrik O.
3 Mallick, Bani K.
3 Malsiner-Walli, Gertraud
3 Maugis-Rabusseau, Cathy
3 Miazhynskaia, Tatiana
3 Minotti, Simona Caterina
3 Moreira, Ajax R. Bello
3 Murphy, Thomas Brendan
3 Nakajima, Jouchi
3 Nott, David John
3 Ntzoufras, Ioannis
3 Nystrup, Peter
3 Ongaro, Andrea
3 Planas, Christophe
3 Prado, Raquel
3 Rossi, Alessandro
3 Ryu, Duchwan
...and 1,019 more Authors
all top 5

Cited in 119 Serials

100 Computational Statistics and Data Analysis
50 Statistics and Computing
43 Journal of Econometrics
24 Computational Statistics
20 The Annals of Applied Statistics
19 Communications in Statistics. Theory and Methods
19 Journal of Statistical Computation and Simulation
19 Journal of Applied Statistics
19 Bayesian Analysis
17 Advances in Data Analysis and Classification. ADAC
11 Journal of the American Statistical Association
11 Journal of Economic Dynamics & Control
10 Psychometrika
10 Journal of Multivariate Analysis
9 Journal of Statistical Planning and Inference
9 Statistics & Probability Letters
9 Statistical Modelling
8 Fuzzy Sets and Systems
8 Journal of Classification
7 Econometric Reviews
7 Communications in Statistics. Simulation and Computation
7 Statistical Methods and Applications
6 Test
6 Statistical Papers
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
6 Brazilian Journal of Probability and Statistics
6 Journal of Agricultural, Biological, and Environmental Statistics
5 Metrika
5 Biometrics
5 Journal of Time Series Analysis
5 AStA. Advances in Statistical Analysis
4 Annals of the Institute of Statistical Mathematics
4 The Annals of Statistics
4 Statistical Science
4 Economics Letters
4 European Journal of Operational Research
4 Methodology and Computing in Applied Probability
4 Quantitative Finance
4 Statistical Methodology
4 Electronic Journal of Statistics
4 Journal of Computational and Graphical Statistics
3 Applied Mathematics and Computation
3 Journal of Mathematical Psychology
3 International Journal of Approximate Reasoning
3 Neural Computation
3 Applied Mathematical Modelling
3 Soft Computing
3 The Econometrics Journal
3 Applied Stochastic Models in Business and Industry
3 Journal of Forecasting
3 Journal of the Korean Statistical Society
2 Metron
2 Pattern Recognition
2 Australian & New Zealand Journal of Statistics
2 Biostatistics
2 OR Spectrum
2 Computational Management Science
2 Networks and Spatial Economics
2 Journal of Statistical Theory and Practice
2 Statistics Surveys
2 Annals of Finance
2 Journal of Theoretical Biology
2 Journal of Statistical Distributions and Applications
1 Computers & Mathematics with Applications
1 Computer Methods in Applied Mechanics and Engineering
1 International Journal of General Systems
1 Journal of Mathematical Biology
1 Mathematical Biosciences
1 Scandinavian Journal of Statistics
1 Automatica
1 Biometrical Journal
1 Information Sciences
1 International Economic Review
1 Journal of Computational and Applied Mathematics
1 Mathematics and Computers in Simulation
1 Opsearch
1 Statistica
1 Mathematical Social Sciences
1 Insurance Mathematics & Economics
1 International Journal of Production Research
1 Statistics
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Games and Economic Behavior
1 Stochastic Processes and their Applications
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Open Economies Review
1 Statistica Sinica
1 Monte Carlo Methods and Applications
1 Bernoulli
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Journal of Applied Analysis
1 Mathematical and Computer Modelling of Dynamical Systems
1 Extremes
1 CEJOR. Central European Journal of Operations Research
1 Econometric Theory
1 Lobachevskii Journal of Mathematics
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
...and 19 more Serials

Citations by Year