E-mini S&P 500 5-Minute Returns

• Bayesian Modeling and Forecasting of 24-Hour High-Frequency Volatility
  Stroud, J. R. and Johannes, M. S. (2014)
  Journal of the American Statistical Association.
  

• S&P 500 5-minute returns
• Macroeconomic announcements.
• Data description.

Bayesian Estimation of the Heston Volatility Model using Returns and Options Data

• Bayesian Inference for Derivative Prices
  Polson, N. G. and Stroud, J. R. (2003)
  Bayesian Statistics 7  (Bernardo et al., eds.)
  Oxford University Press, 641-650.
  

• Daily S&P 500 prices and option prices, June 1998-April 2002

Sea Surface Temperatures in the Pacific Ocean

• Bayesian and Maximum Likelihood Estimation of Gaussian Processes on an Incomplete Lattice
  Stroud, J. R., Stein, M. L., and Lysen, S. (2016)
  Accepted for publication, Journal of Computational and Graphical Statistics.

• Satellite Image of Sea Surface Temperatures in Pacific Ocean

Space-Time Modeling of Mexico City Ozone Data

• A Spatio-Temporal Model for Mexico City Ozone Levels
  Huerta, G., Sanso, B. and Stroud (2004)
  Journal of the Royal Statistical Society, Series C, 53, 231-248.
  

• Station locations and altitudes
• Hourly ozone data for September, 1997
• Hourly temperature data for September, 1997

Space-Time Modeling of Venezuelan Rainfall and Atlantic Ocean Temperatures

• Dynamic Models for Spatio-Temporal Data
  Stroud, J. R., Müller, P. and Sansó, B. (2001).
  Journal of the Royal Statistical Society, Series B, 63, 673-689.

• Venezuelan station locations
• Venezuelan quarterly rainfall levels
• North Atlantic sea surface temperatures

Data Assimilation for Sediment Transport Models in Lake Michigan

• An Ensemble Kalman Filter and Smoother for Satellite Data Assimilation
  Stroud, J. R., Stein, M. L., Lesht, B. M., Schwab, D. J. and Beletsky, D. (2010).
  Journal of the American Statistical Association, 105, 978-990.

• Lake Michigan grid locations and water depths
• Matched suspended sediment and remote-sensing reflectance