244 citations · 249 across the 4 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2020
Varying-coefficient stochastic differential equations with applications in ecology
Théo Michelot, Richard Glennie, Catriona Harris +1
Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic…
stat.ME2014★ 2 cited
Markov-switching generalized additive models
Roland Langrock, Thomas Kneib, Richard Glennie +1
We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regi…