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

2 citations · 2 across the 3 of their papers we have counts for

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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…