A Bayesian approach to state space multivariate time series modeling

1992 ◽  
Vol 52 (3) ◽  
pp. 315-346 ◽  
Author(s):  
Jeffrey H. Dorfman ◽  
Arthur M. Havenner
Keyword(s):  
Time Series ◽  
State Space ◽  
Bayesian Approach ◽  
Multivariate Time Series ◽  
Time Series Modeling

Structural time series modeling: a Bayesian approach

1986 ◽  
Vol 20 (3-4) ◽  
pp. 365-400 ◽  
Author(s):  
J.-P. Florens ◽  
M. Mouchart ◽  
J.-F. Richard
Keyword(s):  
Time Series ◽  
Bayesian Approach ◽  
Time Series Modeling ◽  
Structural Time Series ◽  
Structural Time

Decomposition of Neurological Multivariate Time Series by State Space Modelling

2010 ◽  
Vol 73 (2) ◽  
pp. 285-324 ◽  
Author(s):  
Andreas Galka ◽  
Kin Foon Kevin Wong ◽  
Tohru Ozaki ◽  
Hiltrud Muhle ◽  
Ulrich Stephani ◽  
...  
Keyword(s):  
Time Series ◽  
State Space ◽  
Multivariate Time Series

Forecasts from a State Space Multivariate Time‐Series Model

1990 ◽  
Vol 72 (3) ◽  
pp. 793-798
Author(s):  
Keith R. Criddle ◽  
Arthur M. Havenner
Keyword(s):  
Time Series ◽  
State Space ◽  
Multivariate Time Series ◽  
Time Series Model
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