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Dynamic factor models for claim reserving
This study presents a new approach to claim reserving in the insurance industry using dynamic factor models (DFMs). Traditional methods often...
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Analysis of Recurrent Event Processes with Dynamic Models for Event Counts
Recurrent events are of interest in many research fields. The analysis of past developments of processes through dynamic covariates is useful to...
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Evaluating Dynamic Discrimination Performance of Risk Prediction Models for Survival Outcomes
Risk prediction models for survival outcomes are widely applied in medical research to predict future risk for the occurrence of the event. In many...
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Dynamic Factor Models
In this chapter, we deal with linear dynamic factor models and related topics, such as dynamic principal component analysis (dynamic PCA). The main...
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Forecasting the housing vacancy rate in Japan using dynamic spatiotemporal effects models
This study attempts to predict and forecast the future heterogeneous increase in the vacant house ratio among prefectures in Japan using spatial...
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Hidden Markov models for longitudinal rating data with dynamic response styles
This work deals with the analysis of longitudinal ordinal responses. The novelty of the proposed approach is in modeling simultaneously the temporal...
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Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
In this paper, we propose multivariate stochastic volatility models with a spherical parameterization of a Cholesky decomposition to make a...
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Empirical likelihood for spatial dynamic panel data models
Spatial dynamic panel data (SDPD) models have received great attention in economics in recent 10 years. Existing approaches for the estimation and...
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Dynamic Population Models with Temporal Preferential Sampling to Infer Phenology
To study population dynamics, ecologists and wildlife biologists typically use relative abundance data, which may be subject to temporal preferential...
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Dynamic spatio-temporal zero-inflated Poisson models for predicting capelin distribution in the Barents Sea
We consider modeling and prediction of Capelin distribution in the Barents Sea based on zero-inflated count observation data that vary continuously...
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An extended Langevinized ensemble Kalman filter for non-Gaussian dynamic systems
State estimation for large-scale non-Gaussian dynamic systems remains an unresolved issue, given nonscalability of the existing particle filter...
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A semiparametric dynamic higher-order spatial autoregressive model
Conventional higher-order spatial autoregressive models assume that all regression coefficients are constant, which ignores dynamic feature that may...
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Bayesian dynamic network actor models with application to South Korean COVID-19 patient movement data
Motivated by the ongoing COVID-19 pandemic, this article introduces Bayesian dynamic network actor models for the analysis of infected individuals’...
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Efficient particle smoothing for Bayesian inference in dynamic survival models
This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the...
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Dynamic modelling of price expectations and judgments
Official data about consumers’ qualitative expectation and perception of inflation are derived from repeated surveys conducted by national...
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A Dynamic Occupancy Model for Interacting Species with Two Spatial Scales
Occupancy models have been extended to account for either multiple spatial scales or species interactions in a dynamic setting. However, as...
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Time Series Models
This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary...
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Bivariate dynamic weighted cumulative residual entropy
As a way to measure uncertainty, the cumulative residual entropy (CRE) was initially developed. Later came the dynamic version of CRE, called dynamic...
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Bayesian Models for Dynamic Scene Analysis
In this chapter, we discuss Bayesian approaches for foreground object detection and localization in video surveillance applications. Two different...
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On weighted version of dynamic cumulative residual inaccuracy measure based on extropy
This paper introduces the concept of dynamic cumulative residual extropy inaccuracy (DCREI) by expanding on the existing dynamic cumulative residual...
