IDEAS home Printed from https://ideas.repec.org/a/bes/jnlasa/v99y2004p191-204.html
   My bibliography  Save this article

On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions

Author

Listed:
  • Sardy, Sylvain
  • Tseng, Paul

Abstract

No abstract is available for this item.

Suggested Citation

  • Sardy, Sylvain & Tseng, Paul, 2004. "On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 191-204, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:191-204
    as

    Download full text from publisher

    File URL: http://www.ingentaconnect.com/content/asa/jasa/2004/00000099/00000465/art00019
    File Function: full text
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sylvain Sardy & Paul Tseng, 2010. "Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 321-337, June.
    2. Candia, Claudio & Herrera, Rodrigo, 2024. "An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile," Journal of Empirical Finance, Elsevier, vol. 77(C).
    3. Rutger Jan Lange, 2020. "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers 20-052/III, Tinbergen Institute, revised 19 May 2021.
    4. Sylvain Sardy, 2008. "On the Practice of Rescaling Covariates," International Statistical Review, International Statistical Institute, vol. 76(2), pages 285-297, August.
    5. Neto, David, 2016. "Extracting volatility signal using maximum a posteriori estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 788-794.
    6. David Neto & Sylvain Sardy, 2012. "Moments structure of ℓ 1 -stochastic volatility models," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1947-1952, October.
    7. Lamprinakou, Stamatina & Barahona, Mauricio & Flaxman, Seth & Filippi, Sarah & Gandy, Axel & McCoy, Emma J., 2023. "BART-based inference for Poisson processes," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
    8. Chavez-Demoulin, V. & Embrechts, P. & Sardy, S., 2014. "Extreme-quantile tracking for financial time series," Journal of Econometrics, Elsevier, vol. 181(1), pages 44-52.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:99:y:2004:p:191-204. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.