Personal tools
You are here: Home Examples State-space models

State-space models

by Hans Julius Skaug last modified Mar 31, 2010 05:29 PM
Folder A discrete valued time series model; Polio data by Hans Julius Skaug — last modified Mar 31, 2010 05:30 PM
Illustrate how a time series of count data can be modelled as a GLMM with a Poisson response
Folder Stochastic volatility models for financial time series by Hans Julius Skaug — last modified Mar 31, 2010 07:44 PM
Stochastic volatility models are used in mathematical finance to describe the evolution of asset returns, which typically exhibit changing variances over time.
Document Actions