Showing stat.COShow all
2 papers · 1 filter
stat.CO2010
Approximate variances for tapered spectral estimates
Michael Amrein, Hans R. Künsch
We propose an approximation of the asymptotic variance that removes a certain discontinuity in the usual formula for the raw and the smoothed periodogram in case a data taper is us…
stat.CO2010
Rate estimation in partially observed Markov jump processes with measurement errors
Michael Amrein, Hans R. Kuensch
We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of m…