A Guide to State Space Modeling of Multiple Time Series

1997 ◽  
pp. 15-72
Author(s):  
Arthur Havenner
Keyword(s):  
Time Series ◽  
State Space ◽  
Multiple Time ◽  
Multiple Time Series ◽  
Space Modeling ◽  
State Space Modeling

State space modeling of multiple time series: a comment

1991 ◽  
Vol 10 (1) ◽  
pp. 75-90 ◽  
Author(s):  
Stefan Mittnik
Keyword(s):  
Time Series ◽  
State Space ◽  
Multiple Time ◽  
Multiple Time Series ◽  
Space Modeling ◽  
State Space Modeling

Comment on state space modeling of multiple time series

1991 ◽  
Vol 10 (1) ◽  
pp. 61-65 ◽  
Author(s):  
Manfred Deistler
Keyword(s):  
Time Series ◽  
State Space ◽  
Multiple Time ◽  
Multiple Time Series ◽  
Space Modeling ◽  
State Space Modeling

State space modeling of multiple time series

1991 ◽  
Vol 10 (1) ◽  
pp. 1-59 ◽  
Author(s):  
Masanao Aoki ◽  
Arthur Havenner
Keyword(s):  
Time Series ◽  
State Space ◽  
Multiple Time ◽  
Multiple Time Series ◽  
Space Modeling ◽  
State Space Modeling

State Space Modeling of Time Series

Technometrics ◽  
1989 ◽  
Vol 31 (1) ◽  
pp. 121-123 ◽  
Author(s):  
Michael E. Welch
Keyword(s):  
Time Series ◽  
State Space ◽  
Space Modeling ◽  
State Space Modeling

State-Space Modeling of Time Series.

1993 ◽  
Vol 88 (423) ◽  
pp. 1171
Author(s):  
Francis X. Diebold ◽  
Masano Aoki
Keyword(s):  
Time Series ◽  
State Space ◽  
Space Modeling ◽  
State Space Modeling
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