Modeling and smoothing unequally spaced sequence data

DOI10.1023/A:1017510420686MaRDI QIDQ5952145zbMATH OpenOpenAlexFDO

Authors Piet de Jong, Sonia Mazzi

Publication date 16 September 2002

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1017510420686

zbMATH Keywords

sequence datastate space modelunequally spaced sequence data

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Review text

Sequence data are pairs \((y_i,x_i)\), \(i=1,2,\dots,n\), where the \(x_i\) (usually time, with \(x_i\leq x_{i+1})\) serve to order the variable of interest \(y_i\). The application of a state space model to unequally spaced sequence data is discussed and illustrated by the authors.

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