Journal of Mathematics and Statistics

An Extension of Yoshida, Imoto, Higuchi and Miyano Result

B. Onoghojobi

DOI : 10.3844/jmssp.2009.283.286

Journal of Mathematics and Statistics

Volume 5, Issue 4

Pages 283-286


Problem statement: Different approaches to deal with dynamic model when it is studentized are presented. Approach: In this respect, the recursive formula for calculating state space in the canonical form. Results: The asymptotic distribution of their test under the linear system for the gene network and a studentized-dynamic linear model with Markov denoising switching for estimating time-dependent gene network structure were presented. A resultant studentized version for gene network state space model was obtained, as an improvement on the original model. Conclusion/Recommendations: The dynamic model with Markov switching for estimating time-dependent gene regulatory networks handled the problem of modeling change in an evolving time series. The studentized version incorporated the modeling change and test for heteroscedasticity.


© 2009 B. Onoghojobi. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.