Continuous‐time modelling of irregularly spaced panel data using a cubic spline model

DOI10.1111/j.1467-9574.2007.00379.xzbMath1154.62067MaRDI QIDQ3525710

Sy-Miin Chow, Guangjian Zhang

Publication date: 18 September 2008

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2007.00379.x

zbMATH Keywords

smoothing; Kalman filter; epidemiological data; state-space modelling; exact discrete time

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

62G99: Nonparametric inference

Uses Software

• Ox
• SsfPack
• FinTS

Cites Work

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