A Non-Gaussian Model for Time Series with Pulses

DOI10.1080/01621459.1989.10478779zbMath1248.62146OpenAlexW1993187477MaRDI QIDQ3165722

Scott L. Zeger, Peter J. Diggle

Publication date: 19 October 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://links.jstor.org/sici?sici=0162-1459(198906)84:406%3C354:ANMFTS%3E2.0.CO%3B2-R

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

Related Items (5)

Structural Time Series Models with Feedback Mechanisms ⋮ Analysis of Pulsatile Hormone Concentration Profiles with Nonconstant Basal Concentration: A Bayesian Approach ⋮ Bayesian Deconvolution Analysis of Pulsatile Hormone Concentration Profiles ⋮ Composite model of time-varying appearance and disappearance of neurohormone pulse signals in blood ⋮ Change-point problems: bibliography and review

Cites Work

• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Deconvolution of Episodic Hormone Data: An analysis of the Role of Season on the Onset of Puberty in Cows
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS

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