Models and inference for on–off data via clipped Ornstein–Uhlenbeck processes

DOI10.1111/SJOS.12472zbMath1473.62315OpenAlexW3031983455MaRDI QIDQ5152173

Nils Lid Hjort, Emil A. Stoltenberg

Publication date: 17 September 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12472

zbMATH Keywords

model selectioncensoringrecurrent eventsmisspecificationbinary time seriesclipped Gaussian processcomposite-likelihood

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01)

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