Modelling Preferential Sampling in time

• Autores: Andreia Monteiro, Raquel Menezes , Maria Eduarda Silva
• Localización: BEIO, Boletín de Estadística e Investigación Operativa, ISSN 1889-3805, Vol. 35, Nº. 3, 2019, págs. 180-197
• Idioma: inglés
• Enlaces
  • Texto Completo Ejemplar
• Referencias bibliográficas
  • [1] Belcher, J., Hampton, J. and Wilson, G.T. (1994). Parameterization ofcontinuous time autoregressive models for irregularly sampled time...
  • [2] Brockwell, P.J. and Davis, R.A. (2002).Introduction to time series andforecasting, Springer.
  • [3] Brockwell, P.J. (2009). L ́evy–driven continuous–time arma processes.Handbook of financial time series, 457-480.
  • [4] Diggle, P. and Giorgi, E. (2017). Preferential sampling of exposure levels. In:Handbook of Environmental and Ecological Statistics, chap....
  • [5] Diggle, P.J., Menezes, R. and Su, T.l. (2010). Geostatistical inference underpreferential sampling.Journal of the Royal Statistical Society,...
  • [6] Dinsdale, D. and Salibian-Barrera, M. (2018). Methods for preferentialsampling in geostatistics.Journal of the Royal Statistical Society,...
  • [7] Fuglstad, G.A., Simpson, D., Lindgren, F. and Rue, H. (2018). Constructingpriors that penalize the complexity of gaussian random fields.Journal...
  • [8] Jones, R.H. (1981). Fitting a continuous time autoregression to discrete data.In:Applied time series analysis II, 651-682, Elsevier.
  • [9] Jones, R.H. (1985). Time series analysis with unequally spaced data.Handbook of statistics,5, 157-177.
  • [10] Kristensen, K., Nielsen, A., Berg, C.W., Skaug, H. and Bell, B.M. (2016).TMB: Automatic differentiation and Laplace approximation.Journal...
  • [11] Lewis, P.A.W. and Shedler, G.S. (1979). Simulation of nonhomogeneouspoisson processes by thinning.Naval research logistics quarterly,26(3),403-413.
  • [12] Lindgren, F., Rue, H. and Lindstr ̈om, J. (2011). An explicit link betweengaussian fields and gaussian markov random fields: the stochastic...
  • [13] Monteiro, A., Menezes, R. and Silva, M.E. (2018). Modelling irregularlyspaced time series under preferentail sampling.Revstat Statistical...
  • [14] Rue, H., Martino, S. and Chopin, N. (2009). Approximate bayesianinference for latent gaussian models by using integrated nested laplaceapproximations.Journal...
  • [15] Shumway, R.H. and Stoffer, D.S. (2017).Time Series Analysis and ItsApplications: With R Examples, 4th ed. edn, Springer Texts in Statistics,Springer...
  • [16] Stoffer, D. (2017). astsa: Applied Statistical Time Series Analysis.http://CRAN.R-project.org/package=astsa
  • [17] Wang, Z. (2013). cts: An R package for continuous time autoregressivemodels via kalman filter.Journal of Statistical Software,53(5),...