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Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations

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  • Jaeger, Jonathan
  • Lambert, Philippe

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  • Jaeger, Jonathan & Lambert, Philippe, 2013. "Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations," LIDAM Reprints ISBA 2013016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2013016
    Note: In : Statistical Modelling : an international journal, vol. 13, no.1, p. 3-40 (2013)
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    Cited by:

    1. Jonathan Jaeger & Philippe Lambert, 2014. "Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(12), pages 2709-2726, December.
    2. Gianluca Frasso & Jonathan Jaeger & Philippe Lambert, 2016. "Parameter estimation and inference in dynamic systems described by linear partial differential equations," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(3), pages 259-287, July.

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