Bayesian State Space Modeling for Nonlinear Nonstationary Time Series

Soft Computing in Industrial Applications ◽

10.1007/978-1-4471-0509-1_32 ◽

2000 ◽

pp. 371-382

Author(s):

Genshiro Kitagawa

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Space Modeling ◽

State Space Modeling

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Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment: Robustness, Computation, and Non-Euclidean Models

Journal of the American Statistical Association ◽

10.2307/2289377 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1044 ◽

Cited By ~ 4

Author(s):

R. Douglas Martin ◽

Adrian E. Raftery

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment: Detecting and Modeling Changes in Time Series

Journal of the American Statistical Association ◽

10.2307/2289380 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1056 ◽

Cited By ~ 2

Author(s):

Ruey S. Tsay

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment

Journal of the American Statistical Association ◽

10.2307/2289376 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1041 ◽

Cited By ~ 6

Author(s):

Robert Kohn ◽

Craig F. Ansley

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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Non-Gaussian State—Space Modeling of Nonstationary Time Series

Journal of the American Statistical Association ◽

10.1080/01621459.1987.10478534 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1032-1041 ◽

Cited By ~ 48

Author(s):

Genshiro Kitagawa

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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State Space Modeling of Nonstationary Time Series and Smoothing of Unequally Spaced Data

Time Series Analysis of Irregularly Observed Data - Lecture Notes in Statistics ◽

10.1007/978-1-4684-9403-7_9 ◽

1984 ◽

pp. 189-210 ◽

Cited By ~ 2

Author(s):

Genshiro Kitagawa

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Unequally Spaced ◽

Space Modeling ◽

State Space Modeling

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Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment

Journal of the American Statistical Association ◽

10.2307/2289379 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1055

Author(s):

Grace Wahba

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment

Journal of the American Statistical Association ◽

10.2307/2289378 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1051 ◽

Cited By ~ 1

Author(s):

Finbarr O'Sullivan

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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Non-Gaussian State-Space Modeling of Nonstationary Time Series

Journal of the American Statistical Association ◽

10.2307/2289375 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1032 ◽

Cited By ~ 234

Author(s):

Genshiro Kitagawa

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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Non-Gaussian State-Space Modeling of Nonstationary Time Series: Rejoinder

Journal of the American Statistical Association ◽

10.2307/2289381 ◽

1987 ◽

Vol 82 (400) ◽

pp. 1060 ◽

Cited By ~ 6

Author(s):

Genshiro Kitagawa

Keyword(s):

Time Series ◽

State Space ◽

Nonstationary Time Series ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling ◽

Non Gaussian

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A Guide to State Space Modeling of Multiple Time Series

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_2 ◽

1997 ◽

pp. 15-72

Author(s):

Arthur Havenner

Keyword(s):

Time Series ◽

State Space ◽

Multiple Time ◽

Multiple Time Series ◽

Space Modeling ◽

State Space Modeling

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