Continuous‐time modelling of irregularly spaced panel data using a cubic spline model

DOI10.1111/j.1467-9574.2007.00379.xzbMath1154.62067OpenAlexW1514978174MaRDI QIDQ3525710

Guangjian Zhang, Sy-Miin Chow

Publication date: 18 September 2008

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2007.00379.x

zbMATH Keywords

smoothingKalman filterepidemiological datastate-space modellingexact discrete time

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonparametric inference (62G99)

Uses Software

• Ox
• SsfPack
• FinTS

Cites Work

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• Analysis of Financial Time Series
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