State Space Methods for Time Series Analysis: Theory, Applications And Software. Jose Casals, Alfredo Garica‐Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade, Boca Raton: CRC Press

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

State-Space Methods for Time Series Analysis: Theory, Applications and Software, by Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade. Published by CRC Press, 2016. Total number of pages: 270. ISBN: 9781482219593

Journal of Time Series Analysis ◽

10.1111/jtsa.12243 ◽

2017 ◽

Vol 38 (5) ◽

pp. 806-806

Author(s):

Mohsen Pourahmadi

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Series Analysis ◽

Analysis Theory

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 ◽

State-Space Methods for Time Series Analysis

10.1201/b20028 ◽

2016 ◽

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

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 ◽

Time Series Analysis by State Space Methods

10.1093/acprof:oso/9780199641178.001.0001 ◽

2012 ◽

Cited By ~ 629

Author(s):

James Durbin ◽

Siem Jan Koopman

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

State-Space Methods for Time Series Analysis

10.1201/9781315372471 ◽

2018 ◽

Author(s):

Jose Casals ◽

Alfredo Garcia-Hiernaux ◽

Miguel Jerez ◽

Sonia Sotoca ◽

A. Alexandre Trindade

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Time Series Analysis by State Space Methods

Technometrics ◽

10.1198/tech.2005.s288 ◽

2005 ◽

Vol 47 (3) ◽

pp. 373-373

Author(s):

Melvin J Hinich

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

Time Series Analysis by State-Space Methods

Journal of the American Statistical Association ◽

10.1198/jasa.2003.s261 ◽

2003 ◽

Vol 98 (461) ◽

pp. 255-256

Author(s):

S. Borağan Aruoba ◽

Sean D Campbell

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Methods ◽

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 ◽

Cited By ~ 157

Author(s):

J. Durbin ◽

S. J. Koopman

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

State Space Models ◽

Series Analysis ◽

Non Gaussian