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Discussion of “Feature matching in time series modeling” by Y. Xia and H. Tong. (English) Zbl 1426.62259

Discussion of [Y. Xia and H. Tong, ibid. 26, No. 1, 21–46 (2011; Zbl 1219.62142)].

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
62-08 Computational methods for problems pertaining to statistics

Citations:

Zbl 1219.62142

Software:

R; pomp
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Full Text: DOI arXiv

References:

[1] Bhadra, A. (2010). Discussion of ‘Particle Markov chain Monte Carlo methods’ by C. Andrieu, A. Doucet and R. Holenstein. J. R. Stat. Soc. Ser. B Stat. Methodol. 72 314-315.
[2] Bjørnstad, O. N. and Grenfell, B. T. (2001). Noisy clockwork: Time series analysis of population fluctuations in animals. Science 293 638-643.
[3] Bretó, C., He, D., Ionides, E. L. and King, A. A. (2009). Time series analysis via mechanistic models. Ann. Appl. Stat. 3 319-348. · Zbl 1160.62080
[4] Brillinger, D. R. (2008). The 2005 Neyman lecture: Dynamic indeterminism in science. Statist. Sci. 23 48-69. · Zbl 1327.62031
[5] Brillinger, D., Guckenheimer, J., Guttorp, P. and Oster, G. (1980). Empirical modelling of population time series data: The case of age and density dependent vital rates. Lectures Math. Life Sci. 13 65-90. · Zbl 0451.92013
[6] Gurney, W. S. C., Blythe, S. P. and Nisbet, R. M. (1980). Nicholson’s blowflies revisited. Nature 287 17-21.
[7] Guttorp, P. M. (1981). Statistical modelling of population processes. Ph.D. thesis, Univ. California, Berkeley. · Zbl 0464.60044
[8] He, D., Ionides, E. L. and King, A. A. (2010). Plug-and-play inference for disease dynamics: Measles in large and small towns as a case study. J. Roy. Soc. Interface 7 271-283.
[9] Ionides, E. L., Bretó, C. and King, A. A. (2006). Inference for nonlinear dynamical systems. Proc. Natl. Acad. Sci. USA 103 18438-18443.
[10] Ionides, E. L., Bretó, C. and King, A. A. (2008). Modeling disease dynamics: Cholera as a case study. In Statistical Advances in the Biomedical Sciences ( A. Biswas, S. Datta, J. Fine and M. Segal, eds.) 123-140. Wiley, Hoboken.
[11] King, A. A., Ionides, E. L., Bretó, C. M., Ellner, S., Kendall, B., Wearing, H., Ferrari, M. J., Lavine, M. and Reuman, D. C. (2010). pomp: Statistical inference for partially observed Markov processes. R package.
[12] King, A. A., Ionides, E. L., Pascual, M. and Bouma, M. J. (2008). Inapparent infections and cholera dynamics. Nature 454 877-880. · Zbl 1178.05100
[13] Laneri, K., Bhadra, A., Ionides, E. L., Bouma, M., Yadav, R., Dhiman, R. and Pascual, M. (2010). Forcing versus feedback: Epidemic malaria and monsoon rains in NW India. PLoS Comput. Biol. 6 e1000898.
[14] Wood, S. N. (2010). Statistical inference for noisy nonlinear ecological dynamic systems. Nature 466 1102-1104. · Zbl 0483.34014
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