Cointegration; Bayesian; Dynamic Factor; Non-Stationary; Root Structure; MCMC - Articles

Bayesian Factorized Cointegration Analysis (Articles)

Kai Cui, Wenshan Cui

Open Journal of Statistics Vol.2 No.5, December 19, 2012

DOI: 10.4236/ojs.2012.25065 6,336 Downloads 9,201 Views Citations
Bayesian Markov Regime-Switching Models for Cointegration (Articles)

Kai Cui, Wenshan Cui

Applied Mathematics Vol.3 No.12, December 14, 2012

DOI: 10.4236/am.2012.312259 7,575 Downloads 12,494 Views Citations
Combining Internal Data with Scenario Analysis (Articles)

Elias Karam, Frédéric Planchet

Modern Economy Vol.6 No.5, May 22, 2015

DOI: 10.4236/me.2015.65055 4,684 Downloads 5,859 Views Citations
Non-Stationary Random Process for Large-Scale Failure and Recovery of Power Distribution (Articles)

Yun Wei, Chuanyi Ji, Floyd Galvan, Stephen Couvillon, George Orellana, James Momoh

Applied Mathematics Vol.7 No.3, February 29, 2016

DOI: 10.4236/am.2016.73022 2,647 Downloads 4,365 Views Citations
Bayesian Posterior Predictive Probability Happiness (Articles)

Gabriela Rodríguez-Hernández, Galileo Domínguez-Zacarías, Carlos Juárez Lugo

Applied Mathematics Vol.7 No.8, May 20, 2016

DOI: 10.4236/am.2016.78068 2,351 Downloads 4,334 Views Citations
This article belongs to the Special Issue on Applied Probability
A Bayesian Inference Approach to Reduce Uncertainty in Magnetotelluric Inversion: A Synthetic Case Study (Articles)

Osborne Kachaje, Liangjun Yan, Zhou Zhang

Journal of Geoscience and Environment Protection Vol.7 No.2, February 18, 2019

DOI: 10.4236/gep.2019.72005 951 Downloads 2,161 Views Citations
The Risk Premium of Treasury Bonds in China (Articles)

Xiaowei Wu

Journal of Mathematical Finance Vol.6 No.1, February 26, 2016

DOI: 10.4236/jmf.2016.61015 3,060 Downloads 4,543 Views Citations
A Bayesian Approach for Stable Distributions: Some Computational Aspects (Articles)

Jorge A. Achcar, Sílvia R. C. Lopes, Josmar Mazucheli, Raquel R. Linhares

Open Journal of Statistics Vol.3 No.4, August 16, 2013

DOI: 10.4236/ojs.2013.34031 4,410 Downloads 6,830 Views Citations
Explain the Determinants of Credit Spreads in the US (Articles)

Wenqi Zhang

Open Journal of Business and Management Vol.9 No.2, March 29, 2021

DOI: 10.4236/ojbm.2021.92041 1,021 Downloads 5,871 Views Citations
This article belongs to the Special Issue on Brand Strategy and Management
Comovement of Stock Markets—An Analysis by Nonlinear Cointegration* (Articles)

Kazumi Asako, Zhentao Liu

Open Journal of Social Sciences Vol.4 No.5, May 16, 2016

DOI: 10.4236/jss.2016.45010 1,802 Downloads 3,096 Views Citations
Cointegration Based Regression to Analyse Linkage between Share Price Index and Macroeconomic Variables: Evidence from Colombo Stock Exchange (Articles)

Gayani Thalagoda, Kusal Rathnayake, Sachith Abeysundara

Open Access Library Journal Vol.5 No.11, November 30, 2018

DOI: 10.4236/oalib.1104955 672 Downloads 2,241 Views Citations
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A299 5,569 Downloads 8,930 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Robust Linear Regression Models: Use of a Stable Distribution for the Response Data (Articles)

Jorge A. Achcar, Angela Achcar, Edson Zangiacomi Martinez

Open Journal of Statistics Vol.3 No.6, December 31, 2013

DOI: 10.4236/ojs.2013.36048 5,395 Downloads 8,081 Views Citations
Inverse Bayesian Estimation of Gravitational Mass Density in Galaxies from Missing Kinematic Data (Articles)

Dalia Chakrabarty, Prasenjit Saha

American Journal of Computational Mathematics Vol.4 No.1, January 22, 2014

DOI: 10.4236/ajcm.2014.41002 4,086 Downloads 6,289 Views Citations
This article belongs to the Special Issue on Advances in the Inverse Problems
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models (Articles)

Asma Graja Elabed, Afif Masmoudi

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42009 5,234 Downloads 8,284 Views Citations
Spatial Modeling and Mapping of Tuberculosis Using Bayesian Hierarchical Approaches (Articles)

Abdul-Karim Iddrisu, Yaw Ampem Amoako

Open Journal of Statistics Vol.6 No.3, June 22, 2016

DOI: 10.4236/ojs.2016.63043 3,023 Downloads 5,777 Views Citations
This article belongs to the Special Issue on Spatial Statistics Research
Geographical Analysis of Lung Cancer Mortality Rate and PM2.5 Using Global Annual Average PM2.5 Grids from MODIS and MISR Aerosol Optical Depth (Articles)

Zhiyong Hu, Ethan Baker

Journal of Geoscience and Environment Protection Vol.5 No.6, June 30, 2017

DOI: 10.4236/gep.2017.56017 1,636 Downloads 3,119 Views Citations
L_1/2 Regularization Based on Bayesian Empirical Likelihood (Articles)

Yuan Wang, Wanzhou Ye

Advances in Pure Mathematics Vol.12 No.5, May 31, 2022

DOI: 10.4236/apm.2022.125029 329 Downloads 1,116 Views Citations
Parameters Identification of Stochastic Nonstationary Process Used in Earthquake Modelling (Articles)

Giuseppe Carlo Marano, Mariantonietta Morga, Sara Sgobba

International Journal of Geosciences Vol.4 No.2, March 25, 2013

DOI: 10.4236/ijg.2013.42027 5,304 Downloads 8,813 Views Citations
Statistical Forecasting Models of Atmospheric Carbon Dioxide and Temperature in the Middle East (Articles)

Maryam I. Habadi, Chris P. Tsokos

Journal of Geoscience and Environment Protection Vol.5 No.10, October 18, 2017

DOI: 10.4236/gep.2017.510002 1,112 Downloads 2,899 Views Citations

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