Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment: Detecting and Modeling Changes in Time Series

1987 ◽  
Vol 82 (400) ◽  
pp. 1056 ◽  
Author(s):  
Ruey S. Tsay
Keyword(s):  
Time Series ◽  
State Space ◽  
Nonstationary Time Series ◽  
Gaussian State ◽  
Space Modeling ◽  
State Space Modeling ◽  
Non Gaussian

Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment

1987 ◽  
Vol 82 (400) ◽  
pp. 1041 ◽  
Author(s):  
Robert Kohn ◽  
Craig F. Ansley
Keyword(s):  
Time Series ◽  
State Space ◽  
Nonstationary Time Series ◽  
Gaussian State ◽  
Space Modeling ◽  
State Space Modeling ◽  
Non Gaussian

Non-Gaussian state space modeling of time series

1987 ◽  
Author(s):  
Genshiro Kitagawa
Keyword(s):  
Time Series ◽  
State Space ◽  
Gaussian State ◽  
Space Modeling ◽  
State Space Modeling ◽  
Non Gaussian
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