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06/21/2022
Bayesian modeling and clustering for spatio-temporal areal data: an application to Italian unemployment
Spatio-temporal areal data can be seen as a collection of time series wh...
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06/10/2022
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
Vectorautogressions (VARs) are widely applied when it comes to modeling ...
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10/04/2021
Posterior predictive model checking using formal methods in a spatio-temporal model
We propose an interdisciplinary framework, Bayesian formal predictive mo...
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06/28/2019
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol
The R package stochvol provides a fully Bayesian implementation of heter...
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06/28/2019
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol
Stochastic volatility (SV) models are nonlinear state-space models that ...
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01/31/2019
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage
The sampling efficiency of MCMC methods in Bayesian inference for stocha...
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11/01/2017