𝔖 Bobbio Scriptorium
✦   LIBER   ✦

STATIONARY AND NON-STATIONARY STATE SPACE MODELS

✍ Scribed by Pidt de Jong; Singfat Chu-Chun-Lin


Book ID
111039742
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
765 KB
Volume
15
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Non-stationary states in chemistry
✍ Alessandro Lami; Giovanni Villani πŸ“‚ Article πŸ“… 2007 πŸ› Springer 🌐 English βš– 442 KB
A Non-stationary Cox Model
✍ Odile Pons; Michael Visser πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 439 KB
Growth curve models with non-stationary
✍ Ferreira-GarcΔ±a, Eva ;NΓΊΓ±ez-AntΓ³n, Vicente ;RodrΓ­guez-PΓ³o, Juan πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 92 KB

The estimation of growth curves has been extensively studied in both parametric and stationary situations. In this paper we propose the use of a transformation of the time scale that can produce non-stationary covariance structure, with stationarity as a special case. First, we estimate the paramete