Pages that link to "Item:Q4943405"

The following pages link to Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives (Q4943405):

Displaying 34 items.

• Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation (Q3368340) (← links)
• State space models for time series with patches of unusual observations (Q3505320) (← links)
• Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model (Q3505335) (← links)
• Stationary state space models for longitudinal data (Q3512627) (← links)
• Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm (Q3552853) (← links)
• Non-Gaussian State-Space Modeling of Nonstationary Time Series (Q3787329) (← links)
• Likelihood analysis of non-Gaussian measurement time series (Q4364933) (← links)
• Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter (Q4458366) (← links)
• (Q4614105) (← links)
• Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category (Q4620239) (← links)
• Multiresolution approximation for volatility processes (Q4646772) (← links)
• Approximating Hidden Gaussian Markov Random Fields (Q4670799) (← links)
• Estimating a State-Space Model from Point Process Observations (Q4816941) (← links)
• The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion) (Q4949639) (← links)
• Transfer functions in dynamic generalized linear models (Q4970563) (← links)
• Dynamic model averaging adapted to dynamic regression models for time series of counts (Q5084000) (← links)
• A Poisson geometric process approach for predicting drop-out and committed first-time blood donors (Q5128658) (← links)
• Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
• A family of multivariate non‐gaussian time series models (Q5135318) (← links)
• Modelling a non-stationary BINAR(1) Poisson process (Q5221518) (← links)
• Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
• A state space model approach for HIV infection dynamics (Q5397958) (← links)
• A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
• Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717) (← links)
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters (Q5487368) (← links)
• Double Hierarchical Generalized Linear Models (With Discussion) (Q5757822) (← links)
• Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (Q5864370) (← links)
• Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
• Modified efficient importance sampling for partially non‐Gaussian state space models (Q6147738) (← links)
• Mixed-Response State-Space Model for Analyzing Multi-Dimensional Digital Phenotypes (Q6185496) (← links)
• Bellman filtering and smoothing for state-space models (Q6193073) (← links)
• Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442) (← links)
• Inference of dynamic generalized linear models: on-line computation and appraisal (Q6573847) (← links)
• Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)