id sid tid token lemma pos z890rr19m2s 1 1 to to PART z890rr19m2s 1 2 better well ADV z890rr19m2s 1 3 investigate investigate VERB z890rr19m2s 1 4 complex complex ADJ z890rr19m2s 1 5 nonstationary nonstationary ADJ z890rr19m2s 1 6 multivariate multivariate NOUN z890rr19m2s 1 7 time time NOUN z890rr19m2s 1 8 series series NOUN z890rr19m2s 1 9 , , PUNCT z890rr19m2s 1 10 the the DET z890rr19m2s 1 11 current current ADJ z890rr19m2s 1 12 thesis thesis NOUN z890rr19m2s 1 13 aims aim VERB z890rr19m2s 1 14 to to PART z890rr19m2s 1 15 extend extend VERB z890rr19m2s 1 16 earlier early ADJ z890rr19m2s 1 17 work work NOUN z890rr19m2s 1 18 on on ADP z890rr19m2s 1 19 using use VERB z890rr19m2s 1 20 time time NOUN z890rr19m2s 1 21 - - PUNCT z890rr19m2s 1 22 varying vary VERB z890rr19m2s 1 23 dynamic dynamic ADJ z890rr19m2s 1 24 factor factor NOUN z890rr19m2s 1 25 models model NOUN z890rr19m2s 1 26 to to PART z890rr19m2s 1 27 represent represent VERB z890rr19m2s 1 28 linear linear ADJ z890rr19m2s 1 29 changes change NOUN z890rr19m2s 1 30 of of ADP z890rr19m2s 1 31 coefficients coefficient NOUN z890rr19m2s 1 32 to to ADP z890rr19m2s 1 33 nonlinear nonlinear ADJ z890rr19m2s 1 34 cases case NOUN z890rr19m2s 1 35 . . PUNCT z890rr19m2s 2 1 a a DET z890rr19m2s 2 2 method method NOUN z890rr19m2s 2 3 is be AUX z890rr19m2s 2 4 proposed propose VERB z890rr19m2s 2 5 that that PRON z890rr19m2s 2 6 uses use VERB z890rr19m2s 2 7 the the DET z890rr19m2s 2 8 extended extended ADJ z890rr19m2s 2 9 kalman kalman NOUN z890rr19m2s 2 10 smoother smooth ADJ z890rr19m2s 2 11 ( ( PUNCT z890rr19m2s 2 12 eks eks PROPN z890rr19m2s 2 13 ) ) PUNCT z890rr19m2s 2 14 to to PART z890rr19m2s 2 15 track track VERB z890rr19m2s 2 16 dynamics dynamic NOUN z890rr19m2s 2 17 of of ADP z890rr19m2s 2 18 both both DET z890rr19m2s 2 19 latent latent ADJ z890rr19m2s 2 20 factors factor NOUN z890rr19m2s 2 21 and and CCONJ z890rr19m2s 2 22 time time NOUN z890rr19m2s 2 23 - - PUNCT z890rr19m2s 2 24 varying vary VERB z890rr19m2s 2 25 coefficients coefficient NOUN z890rr19m2s 2 26 , , PUNCT z890rr19m2s 2 27 the the DET z890rr19m2s 2 28 gaussian gaussian PROPN z890rr19m2s 2 29 maximum maximum ADJ z890rr19m2s 2 30 likelihood likelihood NOUN z890rr19m2s 2 31 ( ( PUNCT z890rr19m2s 2 32 gml gml PROPN z890rr19m2s 2 33 ) ) PUNCT z890rr19m2s 2 34 for for ADP z890rr19m2s 2 35 point point NOUN z890rr19m2s 2 36 and and CCONJ z890rr19m2s 2 37 the the DET z890rr19m2s 2 38 bootstrap bootstrap NOUN z890rr19m2s 2 39 for for ADP z890rr19m2s 2 40 standard standard ADJ z890rr19m2s 2 41 error error NOUN z890rr19m2s 2 42 ( ( PUNCT z890rr19m2s 2 43 se se X z890rr19m2s 2 44 ) ) PUNCT z890rr19m2s 2 45 estimation estimation NOUN z890rr19m2s 2 46 of of ADP z890rr19m2s 2 47 parameters parameter NOUN z890rr19m2s 2 48 . . PUNCT z890rr19m2s 3 1 the the DET z890rr19m2s 3 2 performance performance NOUN z890rr19m2s 3 3 of of ADP z890rr19m2s 3 4 the the DET z890rr19m2s 3 5 proposed propose VERB z890rr19m2s 3 6 method method NOUN z890rr19m2s 3 7 was be AUX z890rr19m2s 3 8 examined examine VERB z890rr19m2s 3 9 via via ADP z890rr19m2s 3 10 monte monte PROPN z890rr19m2s 3 11 carlo carlo PROPN z890rr19m2s 3 12 simulations simulation NOUN z890rr19m2s 3 13 . . PUNCT z890rr19m2s 4 1 results result NOUN z890rr19m2s 4 2 suggest suggest VERB z890rr19m2s 4 3 that that SCONJ z890rr19m2s 4 4 ( ( PUNCT z890rr19m2s 4 5 i i NOUN z890rr19m2s 4 6 ) ) PUNCT z890rr19m2s 4 7 the the DET z890rr19m2s 4 8 eks eks PROPN z890rr19m2s 4 9 recovered recover VERB z890rr19m2s 4 10 dynamics dynamic NOUN z890rr19m2s 4 11 of of ADP z890rr19m2s 4 12 latent latent ADJ z890rr19m2s 4 13 factors factor NOUN z890rr19m2s 4 14 and and CCONJ z890rr19m2s 4 15 time time NOUN z890rr19m2s 4 16 - - PUNCT z890rr19m2s 4 17 varying vary VERB z890rr19m2s 4 18 coefficients coefficient NOUN z890rr19m2s 4 19 rather rather ADV z890rr19m2s 4 20 faithfully faithfully ADV z890rr19m2s 4 21 ; ; PUNCT z890rr19m2s 4 22 ( ( PUNCT z890rr19m2s 4 23 ii ii PROPN z890rr19m2s 4 24 ) ) PUNCT z890rr19m2s 4 25 the the DET z890rr19m2s 4 26 gml gml NOUN z890rr19m2s 4 27 and and CCONJ z890rr19m2s 4 28 the the DET z890rr19m2s 4 29 bootstrap bootstrap NOUN z890rr19m2s 4 30 worked work VERB z890rr19m2s 4 31 well well ADV z890rr19m2s 4 32 , , PUNCT z890rr19m2s 4 33 expect expect VERB z890rr19m2s 4 34 for for ADP z890rr19m2s 4 35 certain certain ADJ z890rr19m2s 4 36 parameters parameter NOUN z890rr19m2s 4 37 in in ADP z890rr19m2s 4 38 the the DET z890rr19m2s 4 39 dynamic dynamic ADJ z890rr19m2s 4 40 model model NOUN z890rr19m2s 4 41 ; ; PUNCT z890rr19m2s 4 42 ( ( PUNCT z890rr19m2s 4 43 iii iii X z890rr19m2s 4 44 ) ) PUNCT z890rr19m2s 4 45 the the DET z890rr19m2s 4 46 amplitude amplitude NOUN z890rr19m2s 4 47 of of ADP z890rr19m2s 4 48 changes change NOUN z890rr19m2s 4 49 of of ADP z890rr19m2s 4 50 the the DET z890rr19m2s 4 51 time time NOUN z890rr19m2s 4 52 - - PUNCT z890rr19m2s 4 53 varying vary VERB z890rr19m2s 4 54 coefficient coefficient NOUN z890rr19m2s 4 55 played play VERB z890rr19m2s 4 56 a a DET z890rr19m2s 4 57 crucial crucial ADJ z890rr19m2s 4 58 role role NOUN z890rr19m2s 4 59 in in ADP z890rr19m2s 4 60 whether whether SCONJ z890rr19m2s 4 61 the the DET z890rr19m2s 4 62 coefficient coefficient NOUN z890rr19m2s 4 63 can can AUX z890rr19m2s 4 64 be be AUX z890rr19m2s 4 65 assumed assume VERB z890rr19m2s 4 66 to to PART z890rr19m2s 4 67 be be AUX z890rr19m2s 4 68 fixed fix VERB z890rr19m2s 4 69 and and CCONJ z890rr19m2s 4 70 the the DET z890rr19m2s 4 71 accuracy accuracy NOUN z890rr19m2s 4 72 of of ADP z890rr19m2s 4 73 estimates estimate NOUN z890rr19m2s 4 74 . . PUNCT z890rr19m2s 5 1 explanations explanation NOUN z890rr19m2s 5 2 and and CCONJ z890rr19m2s 5 3 implications implication NOUN z890rr19m2s 5 4 for for ADP z890rr19m2s 5 5 applied apply VERB z890rr19m2s 5 6 research research NOUN z890rr19m2s 5 7 were be AUX z890rr19m2s 5 8 also also ADV z890rr19m2s 5 9 provided provide VERB z890rr19m2s 5 10 . . PUNCT