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State-Space Methods for Time Series Analysis
Language: en
Pages: 286
Authors: Jose Casals
Categories: Mathematics
Type: BOOK - Published: 2018-09-03 - Publisher: CRC Press

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The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulati
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 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: 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 and Unobserved Component Models
Language: en
Pages: 398
Authors: James Durbin
Categories: Business & Economics
Type: BOOK - Published: 2004-06-10 - Publisher: Cambridge University Press

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A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.