Renate Meyer
Statistics and Probability · 2000–2022
A researcher in the Science corpus: 8 papers; trusts 26 researchers and is trusted by 44 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 20 citations into it
- Economics and Econometrics — 19 citations into it; #3,667 of 23,481 by trust here, #10,609 by citations
- Finance — 19 citations into it; #1,746 of 10,518 by trust here, #4,260 by citations
- Probabilistic & Bayesian Methods — 13 citations into it
- Artificial Intelligence — 7 citations into it
Whom Renate Meyer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jun Yu
- David J. Spiegelhalter
- Andrew Gelman
- Robert F. Engle
- N. Shephard
- Walter R. Gilks
- Hirotogu Akaike
- Garland B. Durham
- T. Lancaster
- Tim Bollerslev
Who trusts Renate Meyer overall
- Manabu Asai
- Michael Dowd
- R. Millar
- Michael Mcaleer
- Siddhartha Chib
- P. de Valpine
- Jun Yu
- Brian Dennis
- James S. Clark
- Marti J. Anderson
Papers from Renate Meyer's perspective
Ordered by how strongly the researchers Renate Meyer trusts endorse each paper. Same corpus, a different order for every researcher.
- Information Theory and an Extension of the Maximum Likelihood Principle
- Generalized autoregressive conditional heteroskedasticity
- Bayesian measures of model complexity and fit
- Bayes factors
- Stochastic Volatility: Selected Readings
- Bayesian Dynamic Factor Models and Portfolio Allocation
- POSTERIOR PREDICTIVE ASSESSMENT OF MODEL FITNESS VIA REALIZED DISCREPANCIES
- Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
- Efficient high-dimensional importance sampling
- On Leverage in a Stochastic Volatility Model
Their papers
- Deviance Information Criterion for Comparing Stochastic Volatility Models (2004) — 309 citations
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (2006) — 207 citations
- Cosmology with the Laser Interferometer Space Antenna (2022) — 411 citations
- Age at first marriage in Malawi: a Bayesian multilevel analysis using a discrete time‐to‐event model (2005) — 106 citations
- A Bayesian approach to the ecosystem inverse problem (2003) — 55 citations
- Bayesian methods for cosmological parameter estimation from cosmic microwave background measurements (2000) — 169 citations
- Bayesian state-space modeling of age-structured data: fitting a model is just the beginning (2000) — 135 citations
- Non‐linear state space modelling of fisheries biomass dynamics by using Metropolis‐Hastings within‐Gibbs sampling (2000) — 176 citations