Cross-related structural time series models

MaRDI QIDQ2770352zbMATH OpenFDO

Authors Wensheng Guo, Morton B. Brown

Publication date 14 May 2002

Published in Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

conditionally Gaussian modelcross-related structural modelshormone datamultiprocess dynamic linear modelmultivariate time series modelpulsatile time seriesstate space model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• scientific article; zbMATH DE number 2060193

Cited in

(2)

• A Bayesian Approach to Modeling Associations Between Pulsatile Hormones
• Structural Time Series Models with Feedback Mechanisms

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