Sylvia Frühwirth-Schnatter
Full Member of the Division of Humanities and Social Sciences since 2014
- Institute for Statistics and Mathematics, Vienna University of Economis and Business
Contact:
Research Areas:
- Mathematics
- Statistics
- Econometrics
- Computer simulation
- Stochastics
- Machine learning
Profile:
Publications:
Selected Memberships:
- International Statistical Institute
- International Society of Bayesian Analysis
- Österreichische Statistische Gesellschaft
Selected Prizes:
- DeGroot Prize of the International Society for Bayesian Analysis
- WU Best Paper Award der Stadt Wien
- Förderungspreis der Senator Wilfling Stiftung
Selected Publications:
- Frühwirth-Schnatter, Sylvia (2010) Stochastic Model Specification Search for Gaussian and Non-Gaussian State Space Models. Journal of Econometrics, Bd. 154, S. 85-100.
- Frühwirth-Schnatter, Sylvia (2008) Modelbased clustering of multiple time series. Journal of Business and Economic Statistics, Bd. 26, S. 78-89.
- Frühwirth-Schnatter, Sylvia (2006) Finite Mixture and Markov Switching Models.; New York: Springer (492 Seiten).
- Frühwirth-Schnatter, Sylvia (2001) Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models. Journal of the American Statistical Association, Bd. 96, S. 194-209.
- Frühwirth-Schnatter, Sylvia (1994) Data augmentation and dynamic linear models. Journal of time series analysis, Bd. 15, S. 183-202.