Methods for Accurate and Efficient Bayesian Analysis of Time Series

A. Borowska

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Koopman, S.J., Supervisor
  • Hoogerheide, Lennart, Co-supervisor
Award date3 Jul 2019
Print ISBNs9789036105613
Publication statusPublished - 2019

Keywords

  • Bayesian inference
  • time series
  • rare events
  • simulations
  • efficiency
  • importance sampling
  • MCMC

Cite this

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title = "Methods for Accurate and Efficient Bayesian Analysis of Time Series",
keywords = "Bayesian inference, time series, rare events, simulations, efficiency, importance sampling, MCMC",
author = "A. Borowska",
year = "2019",
language = "English",
isbn = "9789036105613",
series = "Tinbergen Institute Research Series",
school = "Vrije Universiteit Amsterdam",

}

Borowska, A 2019, 'Methods for Accurate and Efficient Bayesian Analysis of Time Series', PhD, Vrije Universiteit Amsterdam.

Methods for Accurate and Efficient Bayesian Analysis of Time Series. / Borowska, A.

2019. 239 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

TY - THES

T1 - Methods for Accurate and Efficient Bayesian Analysis of Time Series

AU - Borowska, A.

PY - 2019

Y1 - 2019

KW - Bayesian inference

KW - time series

KW - rare events

KW - simulations

KW - efficiency

KW - importance sampling

KW - MCMC

M3 - PhD Thesis - Research VU, graduation VU

SN - 9789036105613

T3 - Tinbergen Institute Research Series

ER -

Borowska A. Methods for Accurate and Efficient Bayesian Analysis of Time Series. 2019. 239 p. (Tinbergen Institute Research Series).