5
H index
5
i10 index
152
Citations
Barcelona Graduate School of Economics (Barcelona GSE) | 5 H index 5 i10 index 152 Citations RESEARCH PRODUCTION: 6 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Omiros Papaspiliopoulos. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of the Royal Statistical Society Series B | 5 |
Year | Title of citing document |
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2020 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper |
2020 | Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435. Full description at Econpapers || Download paper |
2020 | On the inferential implications of decreasing weight structures in mixture models. (2020). Prunster, Igor ; Mena, Ramses H ; Martinez, Asael Fabian ; De Blasi, Pierpaolo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:147:y:2020:i:c:s0167947320300311. Full description at Econpapers || Download paper |
2020 | Bayesian nonparametric clustering as a community detection problem. (2020). Tonellato, Stefano F. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301353. Full description at Econpapers || Download paper |
2020 | A Bayesian nonparametric model and its application in insurance loss prediction. (2020). Meng, Shengwang ; Huang, Yifan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:84-94. Full description at Econpapers || Download paper |
2020 | Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process. (2020). Szczepocki, Piotr. In: Statistics in Transition New Series. RePEc:exl:29stat:v:21:y:2020:i:2:p:173-187. Full description at Econpapers || Download paper |
2020 | Identifying latent subgroups of children with developmental delay using Bayesian sequential updating and Dirichlet process mixture modelling. (2020). Thompson, Helen ; Mengersen, Kerrie ; Gilholm, Patricia. In: PLOS ONE. RePEc:plo:pone00:0233542. Full description at Econpapers || Download paper |
2020 | A Bayesian Signals Approach for the Detection of Crises. (2020). Michaelides, Panayotis ; Xidonas, Panos ; Tsionas, Mike. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-019-00186-8. Full description at Econpapers || Download paper |
2020 | Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations. (2020). Samson, Adeline ; Clairon, Quentin. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09199-9. Full description at Econpapers || Download paper |
2020 | Bayesian nonparametric estimation of first passage distributions in semiâ€Markov processes. (2020). Warr, Richard L ; Woodfield, Travis B. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:2:p:237-250. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2004 | Bayesian inference for nonâ€Gaussian Ornstein–Uhlenbeck stochastic volatility processes In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 37 |
2006 | Exact and computationally efficient likelihoodâ€based estimation for discretely observed diffusion processes (with discussion) In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 51 |
2008 | Particle filters for partially observed diffusions In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 11 |
2010 | Randomâ€weight particle filtering of continuous time processes In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
2011 | Bayesian nonâ€parametric hidden Markov models with applications in genomics In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 14 |
2008 | Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models In: Biometrika. [Full Text][Citation analysis] | article | 39 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team