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An Introduction to State Space Time Series Analysis
Language: en
Pages: 192
Authors: Jacques J. F. Commandeur
Categories: Business & Economics
Type: BOOK - Published: 2007-07-19 - Publisher: OUP Oxford

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Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, t
Time Series Analysis for the State-Space Model with R/Stan
Language: en
Pages: 350
Authors: Junichiro Hagiwara
Categories: Mathematics
Type: BOOK - Published: 2021-08-30 - Publisher: Springer Nature

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This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing
Time Series Analysis by State Space Methods
Language: en
Pages: 369
Authors: James Durbin
Categories: Business & Economics
Type: BOOK - Published: 2012-05-03 - Publisher: OUP Oxford

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This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time s
Time Series Analysis by State Space Methods
Language: en
Pages: 280
Authors: James Durbin
Categories: Business & Economics
Type: BOOK - Published: 2001-06-21 - Publisher: Oxford University Press

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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
State Space Modeling of Time Series
Language: en
Pages: 339
Authors: Masanao Aoki
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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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