Hurtgen, Holger; Gervini, Daniel - In: Journal of Applied Statistics 36 (2009) 10, pp. 1055-1065
This article presents a novel shape-invariant modeling approach to quasi-periodic data. We propose a dynamic semiparametric method that estimates the common cycle shape in a nonparametric way and the individual phase and amplitude variability in a parametric way. An efficient algorithm to...