Panel Data Analysis via Mechanistic Models

DOI10.1080/01621459.2019.1604367zbMath1441.62226arXiv1801.05695WikidataQ99241291 ScholiaQ99241291MaRDI QIDQ5120656

Carles Bretó, Aaron A. King, Edward L. Ionides

Publication date: 15 September 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.05695

zbMATH Keywords

likelihood; longitudinal data; nonlinear dynamics; sequential Monte Carlo; particle filter

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

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

62P10: Applications of statistics to biology and medical sciences; meta analysis

65N75: Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs

Uses Software

• fda (R)
• pomp