State-space models

by Hans Julius Skaug — last modified Mar 31, 2010 08:29 PM

A discrete valued time series model; Polio data — by Hans Julius Skaug — last modified Mar 31, 2010 08:30 PM: Illustrate how a time series of count data can be modelled as a GLMM with a Poisson response
Stochastic volatility models for financial time series — by Hans Julius Skaug — last modified Mar 31, 2010 10:44 PM: Stochastic volatility models are used in mathematical finance to describe the evolution of asset returns, which typically exhibit changing variances over time.