Estimating variances in time series kriging using convex optimization and empirical BLUPs
DOI10.1007/s00362-020-01165-5zbMath1477.62243arXiv1905.07771OpenAlexW3105797876MaRDI QIDQ2065314
Martina Hančová, Andrej Gajdoš, Gabriela Vozáriková, Jozef Hanč
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.07771
maximum likelihood estimatorslinear mixed modelleast squares estimatorsfinite discrete spectrum linear regression modelJupyterefficient computational algorithms
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Inference from stochastic processes and spectral analysis (62M15) Convex programming (90C25) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Uses Software
Cites Work
- Time series analysis: Methods and applications
- Formulas useful for linear regression analysis and related matrix theory. It's only formulas but we like them
- Natural estimation of variances in a general finite discrete spectrum linear regression model
- Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
- Estimation of variances in orthogonal finite discrete spectrum linear regression models
- Linear and generalized linear mixed models and their applications.
- A direct derivation of the REML likelihood function
- Time series: Theory and methods
- On MSE of EBLUP
- Time series: theory and methods.
- A note on a heteroscedastic model
- The Schur complement and its applications
- CVXPY: A Python-Embedded Modeling Language for Convex Optimization
- Introduction to Time Series and Forecasting
- Mixed Models
- Small Area Estimation
- Time Series Analysis and Its Applications
- Plane Answers to Complex Questions
- Spectral Analysis for Physical Applications
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Mixed-Effects Models in S and S-PLUS
- Optimization Methods in Finance
- Computing isomorphisms and embeddings of finite fields
- Computational Mathematics with SageMath
- Bayesian inference for variance components using only error contrasts
- Linear Mixed-Effects Models Using R
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- The Estimation of Environmental and Genetic Trends from Records Subject to Culling
- Maximum Likelihood Estimation for Linear Gaussian Covariance Models
- Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item