Bayesian Estimation of the Heston Stochastic Volatility Model. - Sylvia Frühwirth-Schnatter; Leopold Sögner (OR, 2002)

Bayesian testing for non-linearity in volatility modeling. - Tatiana Miazhynskaia; Sylvia Frühwirth-Schnatter; Georg Dorffner (Comput. Stat. Data Anal., 2006)

Auxiliary mixture sampling with applications to logistic models. - Sylvia Frühwirth-Schnatter; Rudolf Frühwirth (Comput. Stat. Data Anal., 2007)

Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. - Sylvia Frühwirth-Schnatter; Helga Wagner (Comput. Stat. Data Anal., 2008)

Neural Network Models for Conditional Distribution Under Bayesian Analysis. - Tatiana Miazhynskaia; Sylvia Frühwirth-Schnatter; Georg Dorffner (Neural Comput., 2008)

Bayesian parsimonious covariance estimation for hierarchical linear mixed models. - Sylvia Frühwirth-Schnatter; Regina Tüchler (Stat. Comput., 2008)

Improved auxiliary mixture sampling for hierarchical models of non-Gaussian data. - Sylvia Frühwirth-Schnatter; Rudolf Frühwirth; Leonhard Held; Håvard Rue (Stat. Comput., 2009)

Panel data analysis: a survey on model-based clustering of time series. - Sylvia Frühwirth-Schnatter (Adv. Data Anal. Classif., 2011)

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. - Jouchi Nakajima; Tsuyoshi Kunihama; Yasuhiro Omori; Sylvia Frühwirth-Schnatter (Comput. Stat. Data Anal., 2012)

Efficient MCMC for Binomial Logit Models. - Agnes Fussl; Sylvia Frühwirth-Schnatter; Rudolf Frühwirth (ACM Trans. Model. Comput. Simul., 2013)

Special issue on Bayesian computing, methods and applications. - Cathy W. S. Chen; David B. Dunson; Sylvia Frühwirth-Schnatter; Stephen G. Walker (Comput. Stat. Data Anal., 2014)

Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. - Gregor Kastner; Sylvia Frühwirth-Schnatter (Comput. Stat. Data Anal., 2014)

Model-based clustering based on sparse finite Gaussian mixtures. - Gertraud Malsiner-Walli; Sylvia Frühwirth-Schnatter; Bettina Grün (Stat. Comput., 2016)

Special issue on "Advances on model-based clustering and classification" - Preface by the Guest Editors. - Sylvia Frühwirth-Schnatter; Salvatore Ingrassia; Agustín Mayo-Íscar (Adv. Data Anal. Classif., 2019)

From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. - Sylvia Frühwirth-Schnatter; Gertraud Malsiner-Walli (Adv. Data Anal. Classif., 2019)

Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP. - Peter Knaus; Angela Bitto-Nemling; Annalisa Cadonna; Sylvia Frühwirth-Schnatter (J. Stat. Softw., 2021)

How many data clusters are in the Galaxy data set? - Bettina Grün; Gertraud Malsiner-Walli; Sylvia Frühwirth-Schnatter (Adv. Data Anal. Classif., 2022)