Filter
None
Sort
Last updated
Observable
Mattias Villani
@mattiasvillani
Professor of Statistics at Stockholm University
165
12
Sign in
Time Series | Mattias Villani | Observable
Time Series | Mattias Villani | Observable
Time Series
Public
Time series analysis visualizations
Filter
None
Sort
Published
Spectral density of a seasonal ARMA(p,q)×(P,Q) process
Fork
Public
Mattias Villani
Jan 2, 2024
Local level model with dynamic shrinkage process prior
Fork
Public
Mattias Villani
Mar 2, 2025
Autoregressive processes - simulation and priors
Fork
Public
Mattias Villani
Feb 9, 2025
Time-varying Poisson model with dynamic shrinkage process prior
Fork
Public
Mattias Villani
Dec 13, 2025
Identification of the mean in an AR(1) process
Public
Mattias Villani
Jan 24, 2024
Poisson time series model
Fork
Public
Mattias Villani
Feb 4
Stochastic volatility time series model
Fork
Public
Mattias Villani
Dec 17, 2023
Spectral density - ARMA(p,q) process
Public
Mattias Villani
Sep 9, 2024
Piecewise constant model
Fork
Public
Mattias Villani
Jan 8, 2025
Local level model
Fork
Public
Mattias Villani
Feb 4
Local trend model
Fork
Public
Mattias Villani
Feb 4
ARTFIMA - Tempered fractional differencing
Public
Mattias Villani
Dec 7, 2023
Autoregressive processes - simulation and autocorrelation
Fork
Public
Mattias Villani
May 13, 2025
Spectral density - ARTFIMA(p,q,d,λ)
Fork
Public
Mattias Villani
Dec 7, 2023
Time-varying regression model
Fork
Public
Mattias Villani
Feb 4
Kalman filtering Nile river data
Fork
Public
Mattias Villani
Feb 4
1
Kalman filtering simulated local level data
Fork
Public
Mattias Villani
Feb 4
1
Identification of the mean in an AR(1) process
Fork
Public
Mattias Villani
Jul 27, 2024
