Pages that link to "Item:Q1082768"

The following pages link to A dynamic factor model for the analysis of multivariate time series (Q1082768):

Displaying 38 items.

• Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
• Psychometric network models from time-series and panel data (Q119757) (← links)
• Errors-in-variables system identification using structural equation modeling (Q254591) (← links)
• Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models (Q321946) (← links)
• Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
• A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
• Fourier spectral factor model for prediction of multidimensional signals (Q634030) (← links)
• Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
• Cultural consensus theory for the evaluation of patients' mental health scores in forensic psychiatric hospitals (Q826868) (← links)
• Time delay embedding increases estimation precision of models of intraindividual variability (Q971536) (← links)
• Relationships between linear systems theory and covariance structure modeling (Q1072327) (← links)
• Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
• Fitting ARMA time series by structural equation models (Q1362271) (← links)
• Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness (Q1695731) (← links)
• Dynamic factor analysis for short panels: estimating performance trajectories for water utilities (Q1742849) (← links)
• Dynamic analysis of multivariate panel data with nonlinear transformations (Q1775815) (← links)
• Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer (Q2073748) (← links)
• A latent variable mixed-effects location scale model with an application to daily diary data (Q2103582) (← links)
• Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math (Q2152408) (← links)
• Multilevel heterogeneous factor analysis and application to ecological momentary assessment (Q2195812) (← links)
• Modeling intensive polytomous time-series eye-tracking data: a dynamic tree-based item response model (Q2195817) (← links)
• Comment on: Fitting ARMA time series by structural equation models (Q2250664) (← links)
• Four simultaneous component models for the analysis of multivariate time series from more than one subject to model intraindividual and interindividual differences (Q2259553) (← links)
• Autoregressive generalized linear mixed effect models with crossed random effects: an application to intensive binary time series eye-tracking data (Q2318828) (← links)
• Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
• Nonlinear regime-switching state-space (RSSS) models (Q2452358) (← links)
• A novel algorithm for dynamic factor analysis (Q2493707) (← links)
• Rotation in the dynamic factor modeling of multivariate stationary time series (Q2511830) (← links)
• BLIND SIGNAL SEPARATION OF MIXTURES OF CHAOTIC PROCESSES: A COMPARISON BETWEEN INDEPENDENT COMPONENT ANALYSIS AND STATE SPACE MODELING (Q2866070) (← links)
• Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior (Q3018637) (← links)
• Continuous time modeling of panel data: SEM versus filter techniques (Q3525701) (← links)
• (Q4212965) (← links)
• On time-irreversibility and other non-linear features in time series (Q4490159) (← links)
• Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data (Q5044092) (← links)
• Estimating latent trends in multivariate longitudinal data via Parafac2 with functional and structural constraints (Q5280194) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Statistical inference in factor analysis for diffusion processes from discrete observations (Q6076572) (← links)
• The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (Q6494410) (← links)