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 ◽

Structural Time Series Models ◽

Structural Time

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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 ◽

Author(s):

Laura Sabani

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Cambridge University ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Forecasting, Structural Time Series Models and the Kalman Filter.

Economica ◽

10.2307/2554700 ◽

1991 ◽

Vol 58 (232) ◽

pp. 537 ◽

Author(s):

Denise R. Osborn ◽

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Forecasting, Structural Time Series Models and the Kalman Filter

10.1017/cbo9781107049994 ◽

1990 ◽

Author(s):

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

Download Full-text

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 ◽

Structural Time Series Models ◽

Structural Time

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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 ◽

Author(s):

Robert Fildes

Keyword(s):

Time Series ◽

Kalman Filter ◽

Dynamic Models ◽

Time Series Models ◽

Bayesian Forecasting ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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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

Econometric Theory ◽

10.1017/s0266466600012822 ◽

1992 ◽

Vol 8 (2) ◽

pp. 293-299 ◽

Author(s):

Francis X. Diebold

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Cambridge University ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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Forecasting, structural time series models and the kalman filter

Wilmott ◽

10.1002/wilm.42820020109 ◽

2002 ◽

Vol 2002 (1) ◽

pp. 14-15 ◽

Author(s):

Andrew C. Harvey

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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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 ◽

Structural Time

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

SSRN Electronic Journal ◽

10.2139/ssrn.1496864 ◽

2009 ◽

Author(s):

João Tovar Jalles

Keyword(s):

Time Series ◽

Kalman Filter ◽

Time Series Models ◽

Structural Time Series ◽

Concise Review ◽

Structural Time Series Models ◽

Structural Time

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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 ◽

Author(s):

H. Visser ◽

J. Molenaar

Keyword(s):

Time Series ◽

Regression Analysis ◽

Kalman Filter ◽

Time Series Models ◽

Trend Estimation ◽

Structural Time Series ◽

Structural Time Series Models ◽

Structural Time

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