464
Spectral envelope, 287–288, 291–310
Spectral matrix, see Spectral density matrix
Spectral surface, 287, 298–301, 303–305, 309
State equation, 166, 247, 430
State space model (SSM), 166–167, 246–247, 257,
269, 418–420
ACF, 125–126
bootstrap, 137–138
estimating equations, 127–128
estimation, 126–138
exponential family, 426
forecasting, 141–142
Gaussian, 426
importance sampling, 133–135
Laplace and Gaussian approximations,
130–134
latent process parameters, 140
likelihood based methods, 128–129,
135–138, 168
linear, 121–122
Monte Carlo, 129–130
nonlinear, 122–123, 125, 426
observation equation, 122
Poisson, 179
sampling, 134–135
state equation, 122
strong mixing, 88
State vector, 53, 166
Stationarity, 32–33, 35, 37–39, 41–42, 45, 57, 92,
147, 214, 225–226, 228–229, 268, 274,
277, 280–283, 371
Stochastic ordering, 247
Strong Feller chain, 85–87, 90, 94
Structural equation, 430
Susceptible-exposed-infected-recovered
(SEIR), 395
Susceptible, Infected, and Recovered (SIR),
354–362, 390, 395, 397, 403
Syndromic surveillance, 401
System equation, 166–167
T
Taylor expansion, 152, 155, 236, 241
Thinning operators, 4, 29–35, 37–38, 213,
448, 456
Index
binomial, 33–35, 37–42, 45–46, 104, 145, 190,
198, 209, 211, 411, 417
generalized, 32–38, 40, 44–45
random coefcient, 33–34, 40
Transition matrix
copula based, 31–32, 41–44
Trend, 31, 44–45, 57, 128, 138–139, 166, 271, 311,
389, 397
U
Unit root, 449
Updating the states
multi-move, 169–170
sequential, 247, 249, 263
single-move, 169
V
Viterbi algorithm, 278
W
Wald
statistic, 160–161, 221, 229
test, 55–56
Weak dependence, 4, 15, 88–91, 97, 237
Weight function, 13, 134, 222–224, 239, 300
Whittle likelihood, 455
WinBUGS, 390, 393
Z
Zero-inated Poisson, 29, 146, 151, 270, 328,
419, 426, 429–431
Zero-ination, 29, 145, 149–151, 157–158,
270, 426
combined EFs, 157–159
..................Content has been hidden....................
You can't read the all page of ebook, please click here login for view all page.