Structural Time Series Models with Feedback Mechanisms

DOI10.1111/J.0006-341X.2000.00686.XMaRDI QIDQ4670399zbMATH OpenOpenAlexWikidataFDO

Authors Wensheng Guo, Morton B. Brown

Publication date 22 April 2005

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.0006-341x.2000.00686.x

zbMATH Keywords

conditionally Gaussian modelfeedbackmultiprocess dynamic linear modelpulsatile time seriesstate-space model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A non-Gaussian model for time series with pulses
• Bayesian forecasting and dynamic models.
• Disturbance smoother for state space models
• scientific article; zbMATH DE number 3545060 (Why is no real title available?)
• Likelihood analysis of non-Gaussian measurement time series
• Monte Carlo maximum likelihood estimation for non-Gaussian state space models
• Partial non-Gaussian state space
• Smoothing and Interpolation with the State-Space Model
• The multiprocess dynamic linear model with biased perturbations: A real time model for growth hormone level
• The simulation smoother for time series models

Cited in

(2)

• Application of state-space model with skew-\(t\) measurement noise to blood test value prediction
• Cross-related structural time series models

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