Prado, Raquel; Ferreira, Marco A. R.; West, Mike Time series. Modeling, computation, and inference. 2nd edition. (English) Zbl 1466.62009 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4987-4702-8/hbk; 978-1-032-04004-2/pbk; 978-1-351-25942-2/ebook). xx, 452 p. (2021). MSC: 62-02 62M10 62F15 65C40 65C05 PDFBibTeX XMLCite \textit{R. Prado} et al., Time series. Modeling, computation, and inference. 2nd edition. Boca Raton, FL: CRC Press (2021; Zbl 1466.62009) Full Text: DOI
Yao, Yuling; Vehtari, Aki; Simpson, Daniel; Gelman, Andrew [Clarke, Bertrand; Li, Meng; Grünwald, Peter; de Heide, Rianne; Dawid, A. Philip; Yoo, William Weimin; Winkler, Robert L.; Richmond R. Jose, Victor; Lichtendahl jun., Kenneth C.; Grushka-Cockayne, Yael; McAlinn, Kenichiro; Aastveit, Knut Are; West, Mike; Shin, Minsuk; Zhou, Tianjian; Hoogerheide, Lennart; van Dijk, Herman K.; Bakka, Haakon C.; Castro-Camilo, Daniela; Franco-Villoria, Maria; Freni-Sterrantino, Anna; Huser, Raphaël; Opitz, Thomas; Rue, Håvard; Ferreira, Marco A. R.; Pericchi, Luis; Franck, Christopher T.; Belitser, Eduard; Nurushev, Nurzhan; Iacopini, Matteo; Tonellato, Stefano; Clyde, Merlise] Using stacking to average Bayesian predictive distributions (with discussion). (English) Zbl 1407.62090 Bayesian Anal. 13, No. 3, 917-1007 (2018). MSC: 62F15 PDFBibTeX XMLCite \textit{Y. Yao} et al., Bayesian Anal. 13, No. 3, 917--1007 (2018; Zbl 1407.62090) Full Text: DOI arXiv Euclid
Ferreira, Marco A. R.; West, Mike; Lee, Herbert K. H.; Higdon, David M. Multi-scale and hidden resolution time series models. (English) Zbl 1332.62320 Bayesian Anal. 1, No. 4, 947-968 (2006). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{M. A. R. Ferreira} et al., Bayesian Anal. 1, No. 4, 947--968 (2006; Zbl 1332.62320) Full Text: DOI Euclid