Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/1467-9868.00218 ◽

2000 ◽

Vol 62 (1) ◽

pp. 3-56 ◽

Author(s):

J. Durbin ◽

S. J. Koopman

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Models ◽

Series Analysis ◽

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Multivariate time series analysis with state space models

Computers & Mathematics with Applications ◽

10.1016/0898-1221(89)90089-8 ◽

1989 ◽

Vol 17 (8-9) ◽

pp. 1189-1201 ◽

Author(s):

S. Mittnik

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

Multivariate Time Series ◽

State Space Models ◽

Series Analysis ◽

Multivariate Time Series Analysis

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Time series analysis by state space models

10.1016/s0005-1098(03)00027-x ◽

2003 ◽

Vol 39 (5) ◽

pp. 954-955

Author(s):

David S. Stoffer

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Models ◽

Series Analysis

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MULTIVARIATE TIME SERIES ANALYSIS WITH STATE SPACE MODELS††Presented at the 1988 Annual Meeting of the Society for Economic Dynamics and Control, Tempe, Arizona. I would like to thank Frank Diebold for his helpful comments.

System-Theoretic Methods in Economic Modelling I ◽

10.1016/b978-0-08-037228-0.50007-1 ◽

1989 ◽

pp. 1189-1201 ◽

Author(s):

S. MITTNIK

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

Annual Meeting ◽

Multivariate Time Series ◽

State Space Models ◽

Economic Dynamics ◽

Series Analysis ◽

Dynamics And Control ◽

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Time series analysis by state space models applied to a water quality data in Portugal

10.1063/1.5044171 ◽

2018 ◽

Author(s):

A. Manuela Gonçalves ◽

Olexandr Baturin ◽

Marco Costa

Keyword(s):

Water Quality ◽

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Models ◽

Quality Data ◽

Water Quality Data ◽

Series Analysis

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Introduction to state space time series analysis

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.002 ◽

2004 ◽

pp. 3-25 ◽

Author(s):

James Durbin

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

Series Analysis

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Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca and A. Alexandre Trindade (2016): State-space methods for time series analysis: theory, applications and software

Statistical Papers ◽

10.1007/s00362-017-0906-8 ◽

2017 ◽

Vol 58 (2) ◽

pp. 555-556

Author(s):

Patrick de Matos Ribeiro ◽

Lukas Matuschek ◽

Martin Wagner

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Series Analysis ◽

Analysis Theory

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Time Series Analysis by State Space Methods

Journal of the Royal Statistical Society Series A (Statistics in Society) ◽

10.1111/j.1467-985x.2004.298_6.x ◽

2004 ◽

Vol 167 (1) ◽

pp. 187-188 ◽

Author(s):

Kuldeep Kumar

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Series Analysis

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State-Space Methods for Time Series Analysis

10.1201/b20028 ◽

2016 ◽

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Series Analysis

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Time series analysis by state space methods

International Journal of Forecasting ◽

10.1016/j.ijforecast.2003.11.005 ◽

2004 ◽

Vol 20 (1) ◽

pp. 139-141 ◽

Author(s):

Pilar Poncela

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Series Analysis

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Time Series Analysis by State Space Methods

10.1093/acprof:oso/9780199641178.001.0001 ◽

2012 ◽

Author(s):

James Durbin ◽

Siem Jan Koopman

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Series Analysis

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