相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。Bayesian Function-on-Scalars Regression for High-Dimensional Data
Daniel R. Kowal et al.
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (2020)
Functional Autoregression for Sparsely Sampled Data
Daniel R. Kowal et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2019)
Dynamic shrinkage processes
Daniel R. Kowal et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2019)
Integer-valued functional data analysis for measles forecasting
Daniel R. Kowal
BIOMETRICS (2019)
A Bayesian Multivariate Functional Dynamic Linear Model
Daniel R. Kowal et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2017)
A note on the multiplicative gamma process
Daniele Durante
STATISTICS & PROBABILITY LETTERS (2017)
The function-on-scalar LASSO with applications to longitudinal GWAS
Rina Foygel Barber et al.
ELECTRONIC JOURNAL OF STATISTICS (2017)
High-dimensional adaptive function-on-scalar regression
Zhaohu Fan et al.
ECONOMETRICS AND STATISTICS (2017)
Anchoring the yield curve using survey expectations
Carlo Altavilla et al.
JOURNAL OF APPLIED ECONOMETRICS (2017)
Forecasting the term structure of government bond yields in unstable environments
Joseph P. Byrne et al.
JOURNAL OF EMPIRICAL FINANCE (2017)
Bayesian Estimation of Principal Components for Functional Data
Adam J. Suarez et al.
BAYESIAN ANALYSIS (2017)
Assessing systematic effects of stroke on motor control by using hierarchical function-on-scalar regression
Jeff Goldsmith et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (2016)
Unspanned Macroeconomic Factors in the Yield Curve
Laura Coroneo et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2016)
Variable selection in function-on-scalar regression
Yakuan Chen et al.
STAT (2016)
On the Prediction of Stationary Functional Time Series
Alexander Aue et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2015)
Functional Regression
Jeffrey S. Morris
ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION, VOL 2 (2015)
Dynamic functional principal components
Siegfried Hormann et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2015)
Longitudinal functional data analysis
So Young Park et al.
STAT (2015)
Dynamic functional data analysis with non-parametric state space models
Marcio Poletti Laurini
JOURNAL OF APPLIED STATISTICS (2014)
The horseshoe estimator: Posterior concentration around nearly black vectors
S. L. van der Pas et al.
ELECTRONIC JOURNAL OF STATISTICS (2014)
FORECASTING INTEREST RATES WITH SHIFTING ENDPOINTS
Dick van Dijk et al.
JOURNAL OF APPLIED ECONOMETRICS (2014)
SMOOTH DYNAMIC FACTOR ANALYSIS WITH APPLICATION TO THE US TERM STRUCTURE OF INTEREST RATES
Borus Jungbacker et al.
JOURNAL OF APPLIED ECONOMETRICS (2014)
Hierarchical Shrinkage in Time-Varying Parameter Models
Miguel A. G. Belmonte et al.
JOURNAL OF FORECASTING (2014)
Corrected Confidence Bands for Functional Data Using Principal Components
J. Goldsmith et al.
BIOMETRICS (2013)
Fast bivariate P-splines: the sandwich smoother
Luo Xiao et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2013)
Forecasting with Medium and Large Bayesian VARS
Gary M. Koop
JOURNAL OF APPLIED ECONOMETRICS (2013)
Asymptotic Properties of Bayes Risk for the Horseshoe Prior
Jyotishka Datta et al.
BAYESIAN ANALYSIS (2013)
Forecasting Volatility with Many Predictors
Tsung-Han Ke et al.
JOURNAL OF FORECASTING (2013)
FUNCTIONAL DYNAMIC FACTOR MODELS WITH APPLICATION TO YIELD CURVE FORECASTING
Spencer Hays et al.
ANNALS OF APPLIED STATISTICS (2012)
Bayesian Latent Factor Regression for Functional and Longitudinal Data
Silvia Montagna et al.
BIOMETRICS (2012)
Modeling Repeated Functional Observations
Kehui Chen et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2012)
Local shrinkage rules, Levy processes and regularized regression
Nicholas G. Polson et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2012)
The yield curve and the macro-economy across time and frequencies
Luis Aguiar-Conraria et al.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2012)
Predictive regressions with time-varying coefficients
Thomas Dangl et al.
JOURNAL OF FINANCIAL ECONOMICS (2012)
Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds
Alejandro Cruz-Marcelo et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2011)
The horseshoe estimator for sparse signals
Carlos M. Carvalho et al.
BIOMETRIKA (2010)
Fast Function-on-Scalar Regression with Penalized Basis Expansions
Philip T. Reiss et al.
INTERNATIONAL JOURNAL OF BIOSTATISTICS (2010)
Longitudinal functional principal component analysis
Sonja Greven et al.
ELECTRONIC JOURNAL OF STATISTICS (2010)
TIME-VARYING YIELD CURVE DYNAMICS AND MONETARY POLICY
Haroon Mumtaz et al.
JOURNAL OF APPLIED ECONOMETRICS (2009)
The great moderation of the term structure of UK interest rates
Francesco Bianchi et al.
JOURNAL OF MONETARY ECONOMICS (2009)
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Emanuel Moench
JOURNAL OF ECONOMETRICS (2008)
The US Treasury yield curve:: 1961 to the present
Refet S. Gurkaynaka et al.
JOURNAL OF MONETARY ECONOMICS (2007)
Stochastic volatility with leverage: Fast and efficient likelihood inference
Yasuhiro Omori et al.
JOURNAL OF ECONOMETRICS (2007)
Robust forecasting of mortality and fertility rates: A functional data approach
Rob J. Hyndman et al.
COMPUTATIONAL STATISTICS & DATA ANALYSIS (2007)
The macroeconomy and the yield curve: a dynamic latent factor approach
FX Diebold et al.
JOURNAL OF ECONOMETRICS (2006)
Forecasting the term structure of government bond yields
FX Diebold et al.
JOURNAL OF ECONOMETRICS (2006)
Wavelet-based functional mixed models
JS Morris et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2006)
The inclusion of exogenous variables in functional autoregressive ozone forecasting
J Damon et al.
ENVIRONMETRICS (2002)
A simple and efficient simulation smoother for state space time series analysis
J Durbin et al.
BIOMETRIKA (2002)
Autoregressive forecasting of some functional climatic variations
PC Besse et al.
SCANDINAVIAN JOURNAL OF STATISTICS (2000)
分享论文
