Bayesian median autoregression for robust time series forecasting

Equation of State Calculations by Fast Computing Machines

N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 37.1K citations

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Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

Monte Carlo sampling methods using Markov chains and their applications

W. Keith Hastings · Biometrika · 1970 · 15.2K citations

Natural Sciences, Mathematics, Probability Theory +16

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

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Bayes Factors

Robert E. Kass, Adrian E. Raftery · Journal of the American Statistical Association · 1995 · 12.3K citations

Natural Sciences, Behavioral Sciences, Bayesian Biostatistics +11