Finite mixture and Markov switching models S Frühwirth-Schnatter, S Frèuhwirth-Schnatter Springer, 2006 | 2068 | 2006 |

Data augmentation and dynamic linear models S Frühwirth‐Schnatter Journal of time series analysis 15 (2), 183-202, 1994 | 1061 | 1994 |

Markov chain Monte Carlo estimation of classical and dynamic switching and mixture models S Frühwirth-Schnatter Journal of the American Statistical Association 96 (453), 194-209, 2001 | 564 | 2001 |

Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models G Kastner, S Frühwirth-Schnatter Computational Statistics & Data Analysis 76, 408-423, 2014 | 261 | 2014 |

Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques S Frühwirth‐Schnatter The Econometrics Journal 7 (1), 143-167, 2004 | 222 | 2004 |

Stochastic model specification search for Gaussian and partial non-Gaussian state space models S Frühwirth-Schnatter, H Wagner Journal of Econometrics 154 (1), 85-100, 2010 | 203 | 2010 |

Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-*t* distributionsS Frühwirth-Schnatter, S Pyne Biostatistics 11 (2), 317-336, 2010 | 196 | 2010 |

Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling S Frühwirth-Schnatter, H Wagner Biometrika 93 (4), 827-841, 2006 | 150 | 2006 |

Data augmentation and MCMC for binary and multinomial logit models S Frühwirth-Schnatter, R Frühwirth Statistical modelling and regression structures, 111-132, 2010 | 122 | 2010 |

Auxiliary mixture sampling with applications to logistic models S Fruehwirth-Schnatter, R Frühwirth Computational Statistics & Data Analysis 51 (7), 3509-3528, 2007 | 119 | 2007 |

Bayesian exploratory factor analysis G Conti, S Frühwirth-Schnatter, JJ Heckman, R Piatek Journal of econometrics 183 (1), 31-57, 2014 | 117 | 2014 |

Model-based clustering based on sparse finite Gaussian mixtures G Malsiner-Walli, S Frühwirth-Schnatter, B Grün Statistics and computing 26 (1-2), 303-324, 2016 | 113 | 2016 |

Improved auxiliary mixture sampling for hierarchical models of non-Gaussian data S Frühwirth-Schnatter, R Frühwirth, L Held, H Rue Statistics and Computing 19 (4), 479-492, 2009 | 102 | 2009 |

Achieving shrinkage in a time-varying parameter model framework A Bitto, S Frühwirth-Schnatter Journal of Econometrics 210 (1), 75-97, 2019 | 101 | 2019 |

Bayesian model discrimination and Bayes factors for linear Gaussian state space models S Frühwirth‐Schnatter Journal of the Royal Statistical Society: Series B (Methodological) 57 (1 …, 1995 | 98 | 1995 |

On fuzzy Bayesian inference S Frühwirth-Schnatter Fuzzy sets and systems 60 (1), 41-58, 1993 | 92 | 1993 |

Applied state space modelling of non-Gaussian time series using integration-based Kalman filtering S Frühwirth-Schnatter Statistics and Computing 4 (4), 259-269, 1994 | 91 | 1994 |

Efficient Bayesian inference for multivariate factor stochastic volatility models G Kastner, S Frühwirth-Schnatter, HF Lopes Journal of Computational and Graphical Statistics 26 (4), 905-917, 2017 | 87 | 2017 |

On statistical inference for fuzzy data with applications to descriptive statistics S Frühwirth-Schnatter Fuzzy sets and systems 50 (2), 143-165, 1992 | 87 | 1992 |

Bayesian analysis of switching ARCH models S Kaufmann, S Frühwirth‐Schnatter Journal of Time Series Analysis 23 (4), 425-458, 2002 | 77 | 2002 |