A Square-Root Second-Order Extended Kalman Filtering Approach for Estimating Smoothly Time-Varying Parameters.

Fisher, Zachary F; Chow, Sy-Miin; Molenaar, Peter C M; Fredrickson, Barbara L; Pipiras, Vladas; Gates, Kathleen M

Fisher, Zachary F; Chow, Sy-Miin; Molenaar, Peter C M; Fredrickson, Barbara L; Pipiras, Vladas; Gates, Kathleen M.

Afiliación

Fisher ZF; Department of Psychology and Neuroscience, University of North Carolina at Chapel Hill.
Chow SM; Human Development and Family Studies, Pennsylvania State University.
Molenaar PCM; Human Development and Family Studies, Pennsylvania State University.
Fredrickson BL; Department of Psychology and Neuroscience, University of North Carolina at Chapel Hill.
Pipiras V; Department of Statistics, University of North Carolina at Chapel Hill.
Gates KM; Department of Psychology and Neuroscience, University of North Carolina at Chapel Hill.

Multivariate Behav Res ; 57(1): 134-152, 2022.

Article en En | MEDLINE | ID: mdl-33025834

Asunto(s)

Algoritmos; Modelos Estadísticos; Simulación por Computador; Humanos; Método de Montecarlo

Palabras clave

Dynamic factor analysis; dynamic systems models; idiographic vs. nomothetic methods; nonstationarity; time series analysis; time-varying parameters

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Texto completo: 1 Colección: 01-internacional Banco de datos: MEDLINE Asunto principal: Algoritmos / Modelos Estadísticos Tipo de estudio: Health_economic_evaluation / Prognostic_studies / Risk_factors_studies Límite: Humans Idioma: En Revista: Multivariate Behav Res Año: 2022 Tipo del documento: Article

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