Search Results - subject:"Bayesian Approach"

A Note on a Bayesian Approach to a Dichotomous Choice Environmental Valuation Model

Yoo, Seung-Hoon - In: Journal of Applied Statistics 31 (2004) 10, pp. 1203-1209

develops a Bayesian approach by using the idea of Gibbs sampling and data augmentation. A by-product from the approach is a …

Persistent link: https://www.econbiz.de/10005458148

Bayesian estimation of multinomial probit models of work trip choice

Kim, Yeonbae; Kim, Tai-Yoo; Heo, Eunnyeong - In: Transportation 30 (2003) 3, pp. 351-365

Persistent link: https://www.econbiz.de/10010867363

Bayesian prediction for progressively censored data from the Burr model

Mousa, M.; Jaheen, Z. - In: Statistical Papers 43 (2002) 4, pp. 587-593

Persistent link: https://www.econbiz.de/10005167199

Seismic Hazard for Selected Sites in Greece: A Bayesian Estimate of Seismic Peak Ground Acceleration

Lyubushin, A.; Tsapanos, T.; Pisarenko, V.; Koravos, G. - In: Natural Hazards 25 (2002) 1, pp. 83-98

epicenter (seismic attenuation law).The method is based on Bayesian approach, which simply accounts for influenceof …

Persistent link: https://www.econbiz.de/10010846632

Nonlinear Smoother for Stochastic Volatility Model

Šimandl, Miroslav; Soukup, Tomáš - In: Bulletin of the Czech Econometric Society 8 (2001)

A new technique for nonlinear state and parameter estimation of the discrete time stochastic volatility models in the state space form is developed. The Gibbs sampler is used to construct a Markov-chain simulation tool that reflects both inherent model variability and parameter uncertainty. The...

Persistent link: https://www.econbiz.de/10008528878

Application Of Alternative Models For Identification Of US Macroeconomic Model

Štecha, Jan; Satoriová, Kateřina; Vašíček, Osvald - In: Bulletin of the Czech Econometric Society 5 (1998)

N/A

Persistent link: https://www.econbiz.de/10008473449

Separation of spin synchronized signals

Higuchi, T.; Crawford, G.; Strangeway, R.; Russell, C. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 405-428

Persistent link: https://www.econbiz.de/10005169253

Frequency domain characteristics of linear operator to decompose a time series into the multi-components

Higuchi, T. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 3, pp. 469-492

Persistent link: https://www.econbiz.de/10005169212

Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes

Crowder, Martin - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 297-309

Persistent link: https://www.econbiz.de/10005395544