Modelling Irregularly Spaced Time Series Under Preferential Sampling

Irregularly spaced time series are commonly encountered in the analysis of time series. A particular case is that in which the collection procedure over time depends also on the observed values. In such situations, there is stochastic dependence between the process being modeled and the times at wh...

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Bibliographic Details
Main Authors: Andreia Monteiro, Raquel Menezes, Maria Eduarda Silva
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2020-10-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/325