Select Publications
Book Chapters
2022, 'Variational Bayes', in , Wiley, pp. 1 - 9, http://dx.doi.org/10.1002/9781118445112.stat08387
,2012, 'Bayesian Inference for Time Series State Space Models', in The Oxford Handbook of Bayesian Econometrics, http://dx.doi.org/10.1093/oxfordhb/9780199559084.013.0004
,2011, 'Modelling Conditional Densities Using Finite Smooth Mixtures', in Mengersen KL; Robert CP; Titterington DM (ed.), Mixtures: Estimation and Applications, John Wiley & Sons, Ltd, United Kingdom, pp. 123 - 144, http://dx.doi.org/10.1002/9781119995678.ch6
,2005, 'Variable Selection and Covariance Selection in Multivariate Regression Models', in
,2000, 'Nonparametric Bayesian bivariate surface estimation', in Smoothing and regression: approaches, computation and its application, Wiley & Sons, New York, pp. 545 - 580
,2000, 'Spline and kernel regression for dependant data', in Smoothing and regression: approaches, computation and its application, Wiley & Sons, New York, pp. 135 - 158
,1998, 'Nonparametric estimation of irregular functions with independent or autocorrelated errors', in Lecture notes in statistics: Practical nonparametric and semiparametric Bayesian statistics, Springer Publishing Company, pp. 157 - 171
,1996, 'Comments', in Contributions to Statistics, Physica-Verlag HD, pp. 93 - 102, http://dx.doi.org/10.1007/978-3-642-48425-4_7
,1996, 'Comments on the papers by Marron, Cleveland and Loader, Seifert and Gasser', in Statistical theory and computational aspects of smoothing, Physica-Verlag, Heidelberg, pp. 93 - 102
,1996, 'Robust Bayesian nonparametic regression', in Statistical theory and computational aspects of smoothing, Physica-Verlag, Heidelberg, pp. 128 - 148
,1989, 'FILTERING AND SMOOTHING ALGORITHMS FOR STATE SPACE MODELS', in System-Theoretic Methods in Economic Modelling II, Elsevier, pp. 515 - 528, http://dx.doi.org/10.1016/b978-0-08-037932-6.50007-6
,1984, 'New Algorithmic Developments for Estimation Problems in Time Series', in Compstat 1984, Physica-Verlag HD, pp. 23 - 34, http://dx.doi.org/10.1007/978-3-642-51883-6_2
,1984, 'On the estimation of ARIMA Models with Missing Values', in Lecture Notes in Statistics, Springer New York, pp. 9 - 37, http://dx.doi.org/10.1007/978-1-4684-9403-7_2
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