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Stoffer, David S.- Department of Statistics, University of Pittsburgh
11.0 APPENDIX-B: COMPUTATION Computational details and the pseudo codes of the time-varying ARX(pt) model and the
Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
Preface to the Second Edition The second edition marks a substantial change to the first edition. Per-
Smoothing spline ANOPOW David S. Stoffer a,,1
FITTING STOCHASTIC VOLATILITY MODELS IN THE PRESENCE OF IRREGULAR SAMPLING VIA PARTICLE METHODS
MATLAB FUNCTIONS D.1 SIMULATION OF DATA FROM THE SV MODELS
Biometrika (2007), 94, 2, pp. 335345 doi:10.1093/biomet/asm022 2007 Biometrika Trust Advance Access publication 28 February 2007
Journal of Statistical Planning and Inference 57 (1997) 195-214
R Supplement R.1 First Things First
R.H. Shumway and D.S. Stoffer Time Series Analysis and Its Applications
STATISTICS IN MEDICINE Statist. Med. 2000; 00:16 Prepared using simauth.cls [Version: 2002/09/18 v1.11]
Gasoline accounts for about half the U.S. consumption of petroleum products, and its
Local Spectral Analysis via a Bayesian Mixture of Smoothing Splines
Resampling in State Space Models David S. Stoffer
Essential LATEX ++ Jon Warbrick
David S. Stoffer Department of Statistics T [412] 624-8496
Discrimination and Classification of Nonstationary Time Series using the SLEX Model
Local Spectral Analysis via a Bayesian Mixture of Smoothing Splines
AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series
