Pages that link to "Item:Q3525701"
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The following pages link to Continuous time modeling of panel data: SEM versus filter techniques (Q3525701):
Displaying 10 items.
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data (Q1036139) (← links)
- Continuous time state space modeling of panel data by means of sem (Q2250627) (← links)
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
- Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model (Q3525704) (← links)
- Assessing the relationships between Nationalism, Ethnocentrism, and Individualism in Flanders using Bergstrom's approximate discrete model (Q3525707) (← links)
- Continuous time modelling with individually varying time intervals for oscillating and non‐oscillating processes (Q4614599) (← links)
