cts: Continuous Time Autoregressive Models. Functions to Fit Continuous Time Autoregressive Models with the Kalman Filter.
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Zorick, Todd; Smith, Jason: Generalized information equilibrium approaches to EEG sleep stage discrimination (2016)
- Iacus, Stefano M.; Mercuri, Lorenzo: Implementation of Lévy CARMA model in yuima package (2015)
- Belcher, J.; Hampton, J.S.; Tunnicliffe Wilson, G.: Parameterization of continuous time autoregressive models for irregularly sampled time series data (1994)