54 citations · 82 across the 9 of their papers we have counts for
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stat.ME2008
A note on state space representations of locally stationary wavelet time series
K. Triantafyllopoulos, G. P. Nason
In this note we show that the locally stationary wavelet process can be decomposed into a sum of signals, each of which following a moving average process with time-varying paramet…
stat.ME2008★ 8 cited
Missing observation analysis for matrix-variate time series data
K. Triantafyllopoulos
Bayesian inference is developed for matrix-variate dynamic linear models (MV-DLMs), in order to allow missing observation analysis, of any sub-vector or sub-matrix of the observati…
stat.ME2008
Posterior mean and variance approximation for regression and time series problems
K. Triantafyllopoulos, P. J. Harrison
This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, whi…