Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 - Fore Casting, Structural Time Series Models and The Kalman FilterAdrew C. Harvey Cambridge University Press, 1989

Forecasting structural time series models and the Kalman filter, A. C. Harvey. Cambridge University Press, Cambridge, 1989. ISBN 0-521-32196-4, cloth, £55.00 Pp. xvi + 554

Journal of Applied Econometrics ◽

10.1002/jae.3950060312 ◽

1991 ◽

Vol 6 (3) ◽

pp. 329-331 ◽

Cited By ~ 2

Author(s):

Laura Sabani

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Cambridge University ◽

Structural Time Series ◽

Forecasting, Structural Time Series Models and the Kalman Filter.

Economica ◽

10.2307/2554700 ◽

1991 ◽

Vol 58 (232) ◽

pp. 537 ◽

Cited By ~ 1

Author(s):

Denise R. Osborn ◽

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Forecasting, Structural Time Series Models and the Kalman Filter

10.1017/cbo9781107049994 ◽

1990 ◽

Cited By ~ 620

Author(s):

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Forecasting structural time series models and the kalman filter

International Journal of Forecasting ◽

10.1016/0169-2070(92)90072-h ◽

1992 ◽

Vol 8 (4) ◽

pp. 635

Author(s):

Robert Fildes

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Forecasting, Structural Time Series Models and the Kalman Filter: Bayesian Forecasting and Dynamic Models

Journal of the Operational Research Society ◽

10.1057/jors.1991.194 ◽

1991 ◽

Vol 42 (11) ◽

pp. 1031-1033 ◽

Cited By ~ 4

Author(s):

Robert Fildes

Keyword(s):

Time Series ◽

Kalman Filter ◽

Dynamic Models ◽

Time Series Models ◽

Bayesian Forecasting ◽

Structural Time Series ◽

Forecasting, structural time series models and the kalman filter

Wilmott ◽

10.1002/wilm.42820020109 ◽

2002 ◽

Vol 2002 (1) ◽

pp. 14-15 ◽

Cited By ~ 9

Author(s):

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Forecasting, Structural Time Series Models and the Kalman Filter

Journal of the Operational Research Society ◽

10.2307/2583225 ◽

1991 ◽

Vol 42 (11) ◽

pp. 1031

Author(s):

Robert Fildes ◽

Andrew C. Harvey ◽

Mike West ◽

Jeff Harrison

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models and the Kalman Filter: A Concise Review

SSRN Electronic Journal ◽

10.2139/ssrn.1496864 ◽

2009 ◽

Cited By ~ 30

Author(s):

João Tovar Jalles

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Concise Review ◽

Trend Estimation and Regression Analysis in Climatological Time Series: An Application of Structural Time Series Models and the Kalman Filter

Journal of Climate ◽

10.1175/1520-0442(1995)008<0969:tearai>2.0.co;2 ◽

1995 ◽

Vol 8 (5) ◽

pp. 969-979 ◽

Cited By ~ 30

Author(s):

H. Visser ◽

J. Molenaar

Keyword(s):

Time Series ◽

Regression Analysis ◽

Kalman Filter ◽

Time Series Models ◽

Trend Estimation ◽

Structural Time Series ◽

Forecasting, structural time series models and the Kalman filter

Choice Reviews Online ◽

10.5860/choice.28-1594 ◽

1990 ◽

Vol 28 (03) ◽

pp. 28-1594-28-1594

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽