State-space models

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

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.