Estimation of latent Gaussian ARMA models for categorical behaviour data
نویسندگان
چکیده
We consider the tting of latent Gaussian models to categorical time series of cow feeding data. We derive a spectral quasi-likelihood for the data, and compare it with least squares ts to autocorrelations and MCMC estimators of the parameters in thresholded ARMA processes. We show that the spectral method is more e cient than least squares and far faster than MCMC.
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تاریخ انتشار 2000