Time series analysis via mechanistic models

DOI10.1214/08-AOAS201zbMath1160.62080arXiv0802.0021OpenAlexW3100505226WikidataQ56784335 ScholiaQ56784335MaRDI QIDQ1018622

Carles Bretó, Edward L. Ionides, Daihai He, Aaron A. King

Publication date: 20 May 2009

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0021

zbMATH Keywords

cholerafilteringmaximum likelihoodstate space modelssequential Monte Carlomeasleseqidispersion of Poisson systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Dynamical systems in biology (37N25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Uses Software

• R
• WinBUGS
• pomp

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