Multivariate non-linear time series modelling of exposure and risk in road safety research
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References listed on IDEAS
- Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2008.
"Model-based measurement of latent risk in time series with applications,"
Journal of the Royal Statistical Society Series A,
Royal Statistical Society, vol. 171(1), pages 265-277.
- Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2005. "Model-based Measurement of Latent Risk in Time Series with Applications," Tinbergen Institute Discussion Papers 05-118/4, Tinbergen Institute.
- Durbin, James & Koopman, Siem Jan, 2012.
"Time Series Analysis by State Space Methods,"
Oxford University Press,
edition 2, number 9780199641178.
- Tom Doan, "undated". "SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM," Statistical Software Components RTS00251, Boston College Department of Economics.
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- Dadashova, Bahar & Ramírez Arenas, Blanca & McWilliams Mira, José & Izquierdo Aparicio, Francisco, 2014. "Explanatory and prediction power of two macro models. An application to van-involved accidents in Spain," Transport Policy, Elsevier, vol. 32(C), pages 203-217.
- Ahn, Kwang Woo & Chan, Kung-Sik, 2014. "Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 243-254.
- repec:bla:jorssa:v:180:y:2017:i:1:p:119-139 is not listed on IDEAS
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