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## Bayesian Inference in Dynamic Econometric Models

*Luc Bauwens, Michel Lubrano, and Jean-François Richard*

- Published in print:
- 2000
- Published Online:
- September 2011
- ISBN:
- 9780198773122
- eISBN:
- 9780191695315
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198773122.001.0001
- Subject:
- Economics and Finance, Econometrics

This book contains an up-to-date coverage of the last twenty years of advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in ... More

## A brief guide to computer intensive statistics

*Odo Diekmann, Hans Heesterbeek, and Tom Britton*

### in Mathematical Tools for Understanding Infectious Disease Dynamics

- Published in print:
- 2012
- Published Online:
- October 2017
- ISBN:
- 9780691155395
- eISBN:
- 9781400845620
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691155395.003.0015
- Subject:
- Biology, Disease Ecology / Epidemiology

Chapters 5, 13 and 14 presented methods for making inference about infectious diseases from available data. This is of course one of the main motivations for modeling: learning about important ... More

## Bayesian estimation of parameters

*J. Durbin and S.J. Koopman*

### in Time Series Analysis by State Space Methods: Second Edition

- Published in print:
- 2012
- Published Online:
- December 2013
- ISBN:
- 9780199641178
- eISBN:
- 9780191774881
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199641178.003.0013
- Subject:
- Mathematics, Probability / Statistics

This chapter discusses the use of importance sampling for the estimation of parameters in Bayesian analysis for models of Part I and Part II. It first develops the analysis of the linear Gaussian ... More

## Data-driven modeling of hospital infections

*Odo Diekmann, Hans Heesterbeek, and Tom Britton*

### in Mathematical Tools for Understanding Infectious Disease Dynamics

- Published in print:
- 2012
- Published Online:
- October 2017
- ISBN:
- 9780691155395
- eISBN:
- 9781400845620
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691155395.003.0014
- Subject:
- Biology, Disease Ecology / Epidemiology

The treatment of hospital patients suffering from bacterial infections is increasingly hampered by antibiotic resistance. When the means of curing infections diminish, the prevention of infection ... More

## Dynamic and spatial modelling of block maxima extremes

*Gabriel Huerta and Glenn A. Stark*

### in Bayesian Theory and Applications

- Published in print:
- 2013
- Published Online:
- May 2013
- ISBN:
- 9780199695607
- eISBN:
- 9780191744167
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199695607.003.0010
- Subject:
- Mathematics, Probability / Statistics

This chapter develops a general class of models to study extreme values based on the Generalized Extreme Value (GEV) distribution. They rely on time domain and spatial latent components. These models ... More

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