Joint models for grid point and response processes in longitudinal and functional data

DOI10.5705/SS.202018.0321MaRDI QIDQ4986336zbMATH OpenOpenAlexWikidataFDO

Authors Daniel Gervini, Tyler J. Baur

Publication date 27 April 2021

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.06259

zbMATH Keywords

doubly-stochastic processKarhunen-Loève decompositionlatent-variable modelPoisson process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to economics (62P20) Functional data analysis (62R10)

Abstract: The distribution of the grid points at which a response function is observed in longitudinal or functional data applications is often informative and not independent of the response process. In this paper we introduce a covariation model to estimate and make inferences about this interrelation, by treating the data as replicated realizations of a marked point process. We derive maximum likelihood estimators, the asymptotic distribution of the estimators, and study the estimators' behavior by simulation. We apply the model to an online auction data set and show that there is a strong correlation between bidding patterns and price trajectories.

Recommendations

• Joint Modelling of Survival and Longitudinal Data with Informative Observation Times
• scientific article; zbMATH DE number 2222298
• Joint mean-covariance models with applications to longitudinal data in partially linear model
• Joint modelling of longitudinal measurements and event time data
• A General Framework for Longitudinal Data through Marked Point Processes

Cited in

(3)

• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
• Functional data analysis for point processes with rare events
• Bias-Correction and Test for Mark-Point Dependence with Replicated Marked Point Processes

This page was built for publication: Joint models for grid point and response processes in longitudinal and functional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4986336)