A Bayesian Multivariate Functional Dynamic Linear Model

Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models

(2013) Gregor Kastner et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Functional dynamic factor models with application to yield curve forecasting

(2012) Spencer Hays et al.   Annals of Applied Statistics

Modeling Functional Data with Spatially Heterogeneous Shape Characteristics

(2011) Ana-Maria Staicu et al.   BIOMETRICS

Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds

(2011) Alejandro Cruz-Marcelo et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters

(2009) Siem Jan Koopman et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Cholinergic Deafferentation of the Neocortex Using 192 IgG-Saporin Impairs Feature Binding In Rats

(2009) L. C. P. Botly et al.   JOURNAL OF NEUROSCIENCE

The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve

(2009) Clive G. Bowsher et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Analysis of Multifactor Affine Yield Curve Models

(2009) Siddhartha Chib et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES

(2008) M. P. Wand et al.   AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS

Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach

(2008) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS