关注
Sylvia Frühwirth-Schnatter
Sylvia Frühwirth-Schnatter
Professor of Applied Statistics and Econometrics, WU Vienna University of Economics and Business
在 wu.ac.at 的电子邮件经过验证
标题
引用次数
引用次数
年份
Finite mixture and Markov switching models
S Frühwirth-Schnatter
Springer, 2006
21722006
Data augmentation and dynamic linear models
S Frühwirth‐Schnatter
Journal of time series analysis 15 (2), 183-202, 1994
11931994
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
6182001
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
3732014
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
2902010
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
S Frühwirth‐Schnatter
The Econometrics Journal 7 (1), 143-167, 2004
2522004
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
2452010
Model-based clustering of multiple time series
S Fröhwirth-Schnatter, S Kaufmann
Journal of Business & Economic Statistics 26 (1), 78-89, 2008
2292008
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
2012016
Achieving shrinkage in a time-varying parameter model framework
A Bitto, S Frühwirth-Schnatter
Journal of Econometrics 210 (1), 75-97, 2019
1912019
Handbook of mixture analysis
S Fruhwirth-Schnatter, G Celeux, CP Robert
CRC press, 2019
1772019
Bayesian exploratory factor analysis
G Conti, S Frühwirth-Schnatter, JJ Heckman, R Piatek
Journal of econometrics 183 (1), 31-57, 2014
1702014
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
1672006
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
1462010
Auxiliary mixture sampling with applications to logistic models
S Fruehwirth-Schnatter, R Frühwirth
Computational Statistics & Data Analysis 51 (7), 3509-3528, 2007
1412007
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
1382017
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
1182009
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
1051995
On fuzzy Bayesian inference
S Frühwirth-Schnatter
Fuzzy sets and systems 60 (1), 41-58, 1993
961993
Applied state space modelling of non-Gaussian time series using integration-based Kalman filtering
S Frühwirth-Schnatter
Statistics and Computing 4, 259-269, 1994
921994
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