Erratum to: Two Filtering Methods of Forecasting Linear and Nonlinear Dynamics of Intensive Longitudinal Data (Psychometrika, (2022), 87, 2, (477-505), 10.1007/s11336-021-09827-5)

Michael D. Hunter; Haya Fatimah; Marina A. Bornovalova

doi:10.1007/s11336-022-09862-w

Erratum to: Two Filtering Methods of Forecasting Linear and Nonlinear Dynamics of Intensive Longitudinal Data (Psychometrika, (2022), 87, 2, (477-505), 10.1007/s11336-021-09827-5)

Michael D. Hunter, Haya Fatimah, Marina A. Bornovalova

Research output: Contribution to journal › Comment/debate › peer-review

Abstract

In this article Eq. 4, when considered on its own, is potentially misleading. The expected value of Eq. 4—which is useful for forecasting—drops the stochastic term ζ(t), but generally ζ(t) does not have Itô integral zero.

Original language	English (US)
Pages (from-to)	797
Number of pages	1
Journal	Psychometrika
Volume	87
Issue number	2
DOIs	https://doi.org/10.1007/s11336-022-09862-w
State	Published - Jun 2022

All Science Journal Classification (ASJC) codes

General Psychology
Applied Mathematics

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abstract = "In this article Eq. 4, when considered on its own, is potentially misleading. The expected value of Eq. 4—which is useful for forecasting—drops the stochastic term ζ(t), but generally ζ(t) does not have It{\^o} integral zero.",

author = "Hunter, {Michael D.} and Haya Fatimah and Bornovalova, {Marina A.}",

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doi = "10.1007/s11336-022-09862-w",

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AU - Bornovalova, Marina A.

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Erratum to: Two Filtering Methods of Forecasting Linear and Nonlinear Dynamics of Intensive Longitudinal Data (Psychometrika, (2022), 87, 2, (477-505), 10.1007/s11336-021-09827-5)

Abstract

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