activity
20242026
most citedDynamic linear regression models for forecasting time series with semi long memory errors

2 citations · 4 across the 5 of their papers we have counts for

collaborators
Showing stat.COShow all

1 paper · 1 filter

stat.CO2026

Spectral subsampling MCMC for Lévy-driven continuous-time ARMA models with expensive likelihood contributions

Thomas Goodwin, Matias Quiroz, Robert Kohn +1

Subsampling-based Markov chain Monte Carlo (MCMC) algorithms aim to accelerate Bayesian inference by evaluating the likelihood using only a subset of the data at each iteration. Ho…