𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A latent process model for time series of attributed random graphs

✍ Scribed by N. H. Lee; C. E. Priebe


Publisher
Springer Netherlands
Year
2011
Tongue
English
Weight
520 KB
Volume
14
Category
Article
ISSN
1387-0874

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Maximum likelihood estimation of a laten
✍ Francesco Bartolucci; Giovanni De Luca πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 110 KB πŸ‘ 2 views

## Abstract Recently, Fridman and Harris proposed a method which allows one to approximate the likelihood of the basic stochastic volatility model. They also propose to estimate the parameters of such a model maximising the approximate likelihood by an algorithm which makes use of numerical derivat

Randomized unit root processes for model
✍ Stephen J. Leybourne; Brendan P. M. McCabe; Terence C. Mills πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 873 KB

This paper considers the problems of statistically analysing the levels of financial time series rather than their differences, which are often equivalent to returns and which are traditionally analysed in econometric modelling. This focus on differences is a consequence of the inherent nonstationar

A partially linearized sigma point filte
✍ Paresh Date; Luka Jalen; Rogemar Mamon πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 491 KB

A new technique for the latent state estimation of a wide class of nonlinear time series models is proposed. In particular, we develop a partially linearized sigma point filter in which random samples of possible state values are generated at the prediction step using an exact moment-matching algori