94 citations · 133 across the 33 of their papers we have counts for
Showing 2016 · stat.MEShow all
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stat.ME2016
A note on confidence intervals for parameter estimates of a spatio-temporal Ornstein-Uhlenbeck process
Michele Nguyen, Almut E. D. Veraart
We compare two ways of constructing confidence intervals for the moments-matching parameter estimates of a Gaussian spatio-temporal Ornstein-Uhlenbeck process. It was found that th…
stat.ME2016★ 6 cited
Modelling spatial heteroskedasticity by volatility modulated moving averages
Michele Nguyen, Almut E. D. Veraart
Spatial heteroskedasticity refers to stochastically changing variances and covariances in space. Such features have been observed in, for example, air pollution and vegetation data…
stat.ME2016★ 1 cited
Modelling, simulation and inference for multivariate time series of counts
Almut E. D. Veraart
This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based…