The following pages link to Dynamic linear model diagnostics (Q4020619):
Displayed 7 items.
- Searching multiregression dynamic models of resting-state fMRI networks using integer programming (Q273610) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- A conjugate family for ar(1) processes with exponential errors (Q4843835) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (Q5087498) (← links)