Pages that link to "Item:Q4723099"
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The following pages link to The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling (Q4723099):
Displayed 28 items.
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
- An ANOVA-type test for multiple change points (Q465641) (← links)
- The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- A structural model with interventions for New Zealand sawn timber production (Q955451) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Intervention analysis with state-space models to estimate discontinuities due to a survey redesign (Q993279) (← links)
- Is there a unit root in U.S. real GNP? (Q1327987) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- A systems approach to recursive economic forecasting and seasonal adjustment (Q1823836) (← links)
- Multiple testing of local maxima for detection of peaks in ChIP-Seq data (Q1951543) (← links)
- Detection and estimation of structural changes and outliers in unobserved components (Q1979107) (← links)
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
- Bayesian Time Series Analysis of Structural Changes in Level and Trend (Q2864675) (← links)
- A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815) (← links)
- ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (Q3034708) (← links)
- Intervention analysis for low-count time series with applications in public health (Q3386456) (← links)
- ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL (Q3481115) (← links)
- State space models for time series with patches of unusual observations (Q3505320) (← links)
- Automatic selective intervention in dynamic linear models (Q3591888) (← links)
- BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER (Q4299022) (← links)
- SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL-TO-NOISE RATIO LYING IN THE VICINITY OF ZERO (Q4715809) (← links)
- ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES (Q4870527) (← links)
- Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (Q5087498) (← links)
- Interval shrinkage estimators (Q5124774) (← links)
- Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading (Q5208072) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- Measuring Discontinuities in Time Series Obtained with Repeated Sample Surveys (Q6064344) (← links)