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Mattias Villani
Professor of Statistics at Stockholm University
https://mattiasvillani.com
myobviousaddress@gmail.com
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Local level model with dynamic shrinkage process prior
This notebook is a fork
Mattias Villani
Sep 5
Z-distribution
This notebook is a fork
Mattias Villani
Aug 22
Spectral density ARMA(p,q)×(P,Q)
This notebook is a fork
Mattias Villani
Aug 19
Time-varying spectral density for US industrial production
Mattias Villani
Aug 19
Sampling distribution and likelihood function - Bernoulli model
This notebook is a fork
Mattias Villani
Jul 28
Sampling distribution and likelihood function - Normal model
This notebook is a fork
Mattias Villani
Jul 27
Identification of the mean in an AR(1) process
This notebook is a fork
Mattias Villani
Jul 27
Beta-Binomial distribution
This notebook is a fork
Mattias Villani
Jun 2
Kullback-Leibler divergence - continuous distributions
This notebook is a fork
Mattias Villani
May 29
Coverage of interval estimates for a proportion
This notebook is a fork
Mattias Villani
May 28
Autoregressive processes - simulation and autocorrelation
This notebook is a fork
Mattias Villani
May 21
Inverse Gaussian (Wald) distribution
This notebook is a fork
Mattias Villani
May 26
Poisson-Gamma distribution
This notebook is a fork
Mattias Villani
Apr 28
Bayesian inference for Gaussian iid data
This notebook is a fork
Mattias Villani
Apr 25
Approximating the Binomial distribution
This notebook is a fork
Mattias Villani
Mar 1
Local trend model
This notebook is a fork
Mattias Villani
Feb 29
Maximum likelihood for iid Poisson data
This notebook is a fork
Mattias Villani
Feb 4
Bayesian credible intervals
Mattias Villani
Feb 3
Histogram - the choice of bins
This notebook is a fork
Mattias Villani
Feb 1
Identification of the mean in an AR(1) process
Mattias Villani
Jan 19
Generalized extreme value distribution
This notebook is a fork
Mattias Villani
Jan 1
Distributions on the unit simplex
This notebook is a fork
Mattias Villani
Dec 31, 2023
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1
Multivariate LogitNormal Distribution
This notebook is a fork
Mattias Villani
Dec 31, 2023
LogitNormal distribution
This notebook is a fork
Mattias Villani
Dec 30, 2023
Beta distribution (generalized four-parameter)
This notebook is a fork
Mattias Villani
Dec 29, 2023
Beta distribution (generalized three-parameter)
This notebook is a fork
Mattias Villani
Dec 22, 2023
Kalman filtering Nile river data
This notebook is a fork
Mattias Villani
Dec 18, 2023
Kalman filtering simulated local level data
This notebook is a fork
Mattias Villani
Dec 17, 2023
Stochastic volatility time series model
This notebook is a fork
Mattias Villani
Dec 17, 2023
Poisson time series model
This notebook is a fork
Mattias Villani
Dec 17, 2023
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