E-mini S&P 500 5-Minute Returns
Bayesian Estimation of the Heston Volatility Model using Returns and Options Data
Sea Surface Temperatures in the Pacific Ocean
Space-Time Modeling of Mexico City Ozone Data
Space-Time Modeling of Venezuelan Rainfall and Atlantic Ocean 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