Related Books
Language: en
Pages: 350
Pages: 350
Type: BOOK - Published: 2021-08-30 - Publisher: Springer Nature
This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing
Language: en
Pages: 339
Pages: 339
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued
Language: en
Pages: 280
Pages: 280
Type: BOOK - Published: 2001-06-21 - Publisher: Oxford University Press
State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Eco
Language: en
Pages: 369
Pages: 369
Type: BOOK - Published: 2012-05-03 - Publisher: Oxford University Press
This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observ
Language: en
Pages: 192
Pages: 192
Type: BOOK - Published: 2007-07-19 - Publisher: OUP Oxford
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, t