Nonlinear regime-switching state-space (RSSS) models
From MaRDI portal
Publication:2452358
Recommendations
- Nonstationarities and Markov switching models
- Multi-regime models for nonlinear nonstationary time series
- Regime switching models for circular and linear time series
- Nonlinear State-Space Models With State-Dependent Variances
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- STATIONARY AND NON-STATIONARY STATE SPACE MODELS
- scientific article; zbMATH DE number 1302950
- Parameter estimation in a regime-switching model with non-normal noise
Cites work
- A dynamic factor model for the analysis of multivariate time series
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior
- Development and validation of brief measures of positive and negative affect: The PANAS scales.
- Estimating the dimension of a model
- Evaluation of likelihood functions for Gaussian signals
- Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
- Finite mixtures in confirmatory factor-analysis models
- Fitting multivariage normal finite mixtures subject to structural equation modeling
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 44406 (Why is no real title available?)
- scientific article; zbMATH DE number 722978 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
- Maximum likelihood estimates of the parameters of a mixture of two regression lines
- OpenMx: an open source extended structural equation modeling framework
- Regime switching state-space models applied to psychological processes: handling missing data and making inferences
- The diffuse Kalman filter
- Time series analysis by state space methods
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data
Cited in
(14)- Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates
- Forecasting intra-individual changes of affective states taking into account inter-individual differences using intensive longitudinal data from a university student dropout study in math
- Control theory forecasts of optimal training dosage to facilitate children's arithmetic learning in a digital educational application
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data
- Regime switching state-space models applied to psychological processes: handling missing data and making inferences
- Switching nonparametric regression models for multi-curve data
- Regime switching models for circular and linear time series
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data
- Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter
- A novel regime-switching commodity pricing model with stochastic convenience yield
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
- Simultaneous detection of gradual and abrupt structural changes in Bayesian longitudinal modelling using entropy and model fit measures
- Detecting association changes in intensive longitudinal data in real time: an exponentially weighted moving average procedure
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
This page was built for publication: Nonlinear regime-switching state-space (RSSS) models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2452358)
