State-space modelling of time series sampled from continuous processes with pulses

DOI10.1093/BIOMET/80.2.417zbMath0786.62101OpenAlexW2028042578MaRDI QIDQ3142242

Fumiyasu Komaki

Publication date: 16 May 1994

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.2.417

zbMATH Keywords

feedbacksimulation resultsAkaike information criterionpulsesstate-space modelgoodness of fitcontinuous stochastic differential equationsendocrinological datalikelihood-based methods of inferencepartially observed hormonal time series data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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