Modelling informative time points: an evolutionary process approach

DOI10.1007/s11749-020-00722-2zbMath1474.62311OpenAlexW3037025222MaRDI QIDQ2666050

Maria Eduarda Silva, Raquel Menezes, Andreia Monteiro

Publication date: 22 November 2021

Published in: Test (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1822/72289

zbMATH Keywords

evolutionary processescontinuous-time autoregressive processinformative time points

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• astsa
• itsmr
• cts
• TMB

Cites Work

• Unnamed Item
• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
• Simulation of nonhomogeneous poisson processes by thinning
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• Bayesian inference for Hawkes processes
• Time Series Analysis and Its Applications
• Missing Data in Longitudinal Studies
• Longitudinal Studies With Outcome-Dependent Follow-up
• On Lewis' simulation method for point processes
• Introduction to Time Series and Forecasting
• An Introduction to the Theory of Point Processes
• Informative Drop-Out in Longitudinal Data Analysis
• Spectra of some self-exciting and mutually exciting point processes
• An Introduction to the Theory of Point Processes

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