Jonathan R. Stroud
Affiliations: | University of Pennsylvania, Philadelphia, PA, United States |
Area:
Statistics, FinanceGoogle:
"Jonathan Stroud"
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Publications
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| Katzfuss M, Stroud JR, Wikle CK. (2019) Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models Journal of the American Statistical Association. 115: 866-885 |
| Stroud JR, Katzfuss M, Wikle CK. (2018) A Bayesian Adaptive Ensemble Kalman Filter for Sequential State and Parameter Estimation Monthly Weather Review. 146: 373-386 |
| Yang B, Stroud JR, Huerta G. (2017) Sequential Monte Carlo Smoothing with Parameter Estimation Bayesian Analysis. 13: 1137-1161 |
| Stroud JR, Stein ML, Lysen S. (2017) Bayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice Journal of Computational and Graphical Statistics. 26: 108-120 |
| Huerta G, Stroud J. (2017) Discussion of paper: “Spatial‐temporal models for skewed processes” Environmetrics. 28 |
| Katzfuss M, Stroud JR, Wikle CK. (2016) Understanding the Ensemble Kalman Filter The American Statistician. 70: 350-357 |
| Stroud JR, Johannes MS. (2014) Bayesian Modeling and Forecasting of 24-Hour High-Frequency Volatility Journal of the American Statistical Association. 109: 1368-1384 |
| Stroud JR, Stein ML, Lesht BM, et al. (2010) An ensemble kalman filter and smoother for satellite data assimilation Journal of the American Statistical Association. 105: 978-990 |
| Johannes MS, Polson NG, Stroud JR. (2009) Optimal filtering of jump diffusions: Extracting latent states from asset prices Review of Financial Studies. 22: 2759-2799 |
| Stroud JR, Lesht BM, Schwab DJ, et al. (2009) Assimilation of satellite images into a sediment transport model of Lake Michigan Water Resources Research. 45 |