On stochastic dynamic modeling of incidence data
From MaRDI portal
Publication:6590285
Cites work
- scientific article; zbMATH DE number 4159863 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3594513 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Markov-switching model for heat waves
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP
- A note on the validity of cross-validation for evaluating autoregressive time series prediction
- A simultaneous variable selection methodology for linear mixed models
- Analysis of time series subject to changes in regime
- Analyzing Microarray Gene Expression Data
- Assessing the predictive influence of cases in a state space process
- Autoregressive process modeling via the Lasso procedure
- Better Subset Regression Using the Nonnegative Garrote
- CONTINUOUS INSPECTION SCHEMES
- Dynamic linear models with Markov-switching
- Earthquake forecasting based on multi-state system methodology
- Efficient regression estimation under general censoring and truncation
- Generalized interest rate dynamics and its impacts on finance and pensions
- Hidden Markov models revealing the stress field underlying the earthquake generation
- Markov switching model analysis of implied volatility for market indexes with applications to S\&P 500 and DAX
- Maximum likelihood estimation for multivariate observations of Markov sources
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Nonlinear time series analysis since 1990: Some personal reflections
- Particle Markov Chain Monte Carlo Methods
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Semi-Markov modelling for multi-state systems
- Strong Rules for Discarding Predictors in Lasso-Type Problems
- Subset ARMA selection via the adaptive Lasso
- Testing for linearity in Markov switching models: a bootstrap approach
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
This page was built for publication: On stochastic dynamic modeling of incidence data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6590285)
