scientific article; zbMATH DE number 5040166

From MaRDI portal
Revision as of 02:58, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5478309

zbMath1096.62088MaRDI QIDQ5478309

David S. Stoffer, Robert H. Shumway

Publication date: 12 July 2006


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.





Related Items (only showing first 100 items - show all)

State space Markov switching models using waveletsNonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovationsDiscriminant analysis of multivariate time series: application to diagnosis based on ECG signalsUnderstanding the Ensemble Kalman FilterDetection of excessive activities in time series of graphsSpontaneous similarity discrimination in the evolution of cooperationFinite mixture modeling of Gaussian regression time series with application to dendrochronologyThe maximum likelihood method for Student's t-distributed autoregressive model with infinite varianceAssessing the association between two spatial or temporal sequencesHow Gaussian mixture models might miss detecting factors that impact growth patternsStochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputsControl theory forecasts of optimal training dosage to facilitate children's arithmetic learning in a digital educational applicationA pairs trading strategy based on linear state space models and the Kalman filterAnalysis of nonlinear state space model with dependent measurement noisesStatistical inferences from serially correlated methylene chloride dataParametrizations, weights, and optimal predictionA refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errorsMulti-variate stochastic volatility modelling using Wishart autoregressive processesSignal discrimination without denoisingNonlinear semiparametric AR(1) model with skew-symmetric innovationsAsymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE meanKullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series modelsRobust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noiseMacroeconomic effects on mortality revealed by panel analysis with nonlinear trendsTime series analysis of covariance based on linear transfer function modelsEstimation and forecasting of long memory stochastic volatility modelsGeneralized autoregressive moving average models: an efficient estimation approachDiffuse Kalman filtering with linear constraints on the state parametersThe interval versions of the Kalman filter and the EM algorithmGeneralized autoregressive and moving average models: multicollinearity, interpretation and a new modified modelInference for modulated stationary processesFourier spectral factor model for prediction of multidimensional signalsThe ARMA alphabet soup: a tour of ARMA model variantsGeostatistical modeling in the presence of interaction between the measuring instruments, with an application to the estimation of spatial market potentialsA nonstationary nonparametric Bayesian approach to dynamically modeling effective connectivity in functional magnetic resonance imaging experimentsA Bayesian approach for inferring neuronal connectivity from calcium fluorescent imaging dataSome applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov modelsPeriodic dynamic factor models: estimation approaches and applicationsA wavelet-based time-varying autoregressive model for non-stationary and irregular time seriesMultiscale adaptive smoothing models for the hemodynamic response function in fMRISpectral decompositions of multiple time series: a Bayesian non-parametric approachEnsemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time ModelsA quantitative insight into the dependence dynamics of the Kilauea and Mauna Loa volcanoes, HawaiiRecursive estimation in piecewise affine systems using parameter identifiers and concurrent learningOptomechanical parameter estimationTemporal variation and scale in movement-based resource selection functionsTrend and fractality assessment of Mexico's stock exchangeFitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM AlgorithmTime‐series clustering via quasi U‐statisticsStatistical challenges in microrheologyTesting autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniquesThe linear mixed model and the hierarchical Ornstein-Uhlenbeck model: Some equivalences and differencesApplication of extended Kalman filter for improving the accuracy and smoothness of Kinect skeleton-joint estimatesRestricted Kalman filter applied to dynamic style analysis of actuarial fundsSpatio-Spectral Mixed-Effects Model for Functional Magnetic Resonance Imaging DataExtending the State-Space Model to Accommodate Missing Values in Responses and CovariatesBoosting nonlinear additive autoregressive time seriesInsights into cell membrane microdomain organization from live cell single particle tracking of the ige high affinity receptor fc\(\varepsilon\)RI of mast cellsModelling and forecasting mortality in SpainEstimating and modeling spatio-temporal correlation structures for river monitoring networksNote on optimization of individual psychotherapeutic processesUsing temporal variability to improve spatial mapping with application to satellite dataExploring the dynamics of dyadic interactions via hierarchical segmentationBandt-Pompe symbolization dynamics for time series with tied values: A data-driven approachCompound Markov counting processes and their applications to modeling infinitesimally over-dispersed systemsInference for the Fourth-Order Innovation Cumulant in Linear Time SeriesNonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approachStock market prediction and portfolio selection models: a surveyUnnamed ItemBispectral-based methods for clustering time seriesRobust minimum information loss estimationIdentifying ecosystem patterns from time series of anchovy (Engraulis ringens) and sardine (Sardinops sagax) landings in northern ChileTesting equality of stationary autocovariancesUnnamed ItemApplication of shrinkage estimation in linear regression models with autoregressive errorsHierarchical spatially varying coefficient and temporal dynamic process models usingspTDynastsaModelling residuals dependence in dynamic life tables: a geostatistical approachAnnular swirling liquid layer with a hollow coreReal-time covariance estimation for the local level modelThick Pen Transformation for Time SeriesUnnamed ItemUnnamed ItemUnnamed ItemEditorial: Special issue on time series in the environmental sciencesPolynomial nonlinear spatio‐temporal integro‐difference equation modelsSpatio‐temporal smoothing and EM estimation for massive remote‐sensing data setsMean shift testing in correlated dataModel Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow FilterExtensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space modelsAn EM-based identification algorithm for a class of hybrid systems with application to power electronicsAnalysis of Bivariate Coupling by Means of RecurrenceTime series analysis of particle tracking data for molecular motion on the cell membraneBayesian spatio-temporal random coefficient time series (BaST-RCTS) model of infectious diseaseDiffuse Restricted Kalman FilteringDiscrete scaling and criticality in a chain of adaptive excitable integratorsThe exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal settingMultivariate spatio-temporal models for high-dimensional areal data with application to longitudinal employer-household dynamicsA Bayesian hierarchical model for forecasting intermountain snow dynamicsExplicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations


Uses Software






This page was built for publication: