scholarly journals The Hyvärinen scoring rule in Gaussian linear time series models

2021 ◽  
Vol 212 ◽  
pp. 126-140
Author(s):  
Silvia Columbu ◽  
Valentina Mameli ◽  
Monica Musio ◽  
Philip Dawid
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Time Series Models ◽  
Scoring Rule

Linear time series models

2018 ◽  
pp. 57-72
Author(s):  
Erik Lindström ◽  
Henrik Madsen ◽  
Jan Nygaard Nielsen
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Time Series Models

Partially Linear Time Series Models

2000 ◽  
pp. 127-180 ◽  
Author(s):  
Wolfgang Härdle ◽  
Hua Liang ◽  
Jiti Gao
Keyword(s):  
Time Series ◽  
Linear Time ◽  
Time Series Models ◽  
Partially Linear

scholarly journals A new algorithm for latent state estimation in non-linear time series models

2008 ◽  
Vol 203 (1) ◽  
pp. 224-232 ◽  
Author(s):  
Paresh Date ◽  
Luka Jalen ◽  
Rogemar Mamon
Keyword(s):  
Time Series ◽  
State Estimation ◽  
Linear Time ◽  
Time Series Models ◽  
Non Linear

Vector linear time series models: corrections and extensions

1978 ◽  
Vol 10 (2) ◽  
pp. 360-372 ◽  
Author(s):  
M. Deistler ◽  
W. Dunsmuir ◽  
E. J. Hannan
Keyword(s):  
Time Series ◽  
Topological Structure ◽  
Linear Time ◽  
Equivalence Classes ◽  
Statistical Problem ◽  
Time Series Models ◽  
Likelihood Equivalence

In this paper some theorems of Dunsmuir and Hannan [2] are corrected. The topological structure of spaces of (likelihood) equivalence classes of arma structures is more closely investigated and its relation to the statistical problem is elucidated. The formulation is also made more general.

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