Continuous time nonstationary correlation models for sparse longitudinal data.

Vinay K. Cheruvu Jeffrey M. Albert

Published in: Model. Assist. Stat. Appl. (2019)

Keyphrases

non stationary
random fields
autoregressive
markov processes
probabilistic model
dynamic programming
state space
markov random field
markov chain
computationally efficient
concept drift
stock price
empirical mode decomposition
autoregressive model
covariance function