Concepedia

Bayesian Trend Estimation

Bayesian Trend Estimation is a statistical methodology within Bayesian time series analysis that characterizes the underlying secular pattern in sequential data by specifying a probabilistic model for the trend component and inferring its trajectory through posterior updating given observed data.

83

Publications

5.3K

Citations

182

Authors

126

Institutions

Publications per year

2017–2026

19

Parents

Publications

83

Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

Chang‐Jin Kim, Charles R. Nelson · The Review of Economics and Statistics · 1999 · 1.2K citations

, , +16

Bayesian Methods in Conservation Biology

Paul R. Wade · Conservation Biology · 2000 · 329 citations · Full text

, , +14

To criticize the critics: An objective bayesian analysis of stochastic trends

Peter C.B. Phillips · Journal of Applied Econometrics · 1991 · 323 citations

, , +14

State–space mark–recapture estimates reveal a recent decline in abundance of North Atlantic right whales

Richard M. Pace, Peter Corkeron, Scott D. Kraus · Ecology and Evolution · 2017 · 185 citations · Full text

, , +17

A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables—A Bayesian Approach—

Austin F. S. Lee, Sylva M. Heghinian · Technometrics · 1977 · 167 citations

, , +10

1–5 of 83

Authors

182

  1. EZ
    Eric Zivot

    University of Washington, United States

    4 publications · 210 citations

    4

    h-index

  2. DJ
    Dale J. Poirier

    University of Toronto, Canada

    3 publications · 73 citations

    3

    h-index

  3. GK
    Gary Koop

    University of Strathclyde, United Kingdom

    3 publications · 98 citations

    3

    h-index

  4. HK
    Herman K. van Dijk

    Erasmus University Rotterdam, Netherlands

    3 publications · 198 citations

    3

    h-index

  5. DB
    Duk Bin Jun

    Korea Advanced Institute of Science and Technology, South Korea

    2 publications · 39 citations

    2

    h-index

1–5 of 182

Institutions

126

  1. University of Toronto

    Toronto, Canada

    4 h-index

    5 publications

    142 citations

  2. University of Cambridge

    Cambridge, United Kingdom

    3 h-index

    5 publications

    215 citations

  3. National University of Singapore

    Singapore, Singapore

    3 h-index

    3 publications

    167 citations

  4. University of Bremen

    Bremen, Germany

    2 h-index

    2 publications

    110 citations

  5. Hydro-Québec

    Montreal, Canada

    2 h-index

    6 publications

    804 citations

  6. Natural Sciences and Engineering Research Council of Canada

    Ottawa, Canada

    2 h-index

    6 publications

    804 citations

  7. NOAA National Marine Fisheries Service

    Silver Spring, United States

    2 h-index

    6 publications

    459 citations

  8. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    2 publications

    186 citations

1–8 of 126

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 139 citations

    6

    h-index

  2. Journal of Applied Econometrics

    6 publications · 485 citations

    6

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 5 publications · 253 citations

    5

    h-index

  4. International Journal of Forecasting

    4 publications · 168 citations

    4

    h-index

  5. Journal of Forecasting

    3 publications · 62 citations

    3

    h-index

1–5