State-Space Methods for Time Series Analysis
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Published By Chapman And Hall/CRC

9781315372471
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Signal extraction

2018 ◽  
pp. 107-127
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
Signal Extraction

Linear State-Space models

2018 ◽  
pp. 5-18
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
State Space ◽  
State Space Models ◽  
Linear State

Aggregation and disaggregation of time series

2018 ◽  
pp. 145-165
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
Time Series ◽  
Aggregation And Disaggregation

Cross-sectional extension: longitudinal and panel data

2018 ◽  
pp. 167-190
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
Panel Data ◽  
Cross Sectional

Introduction

2018 ◽  
pp. 1-4
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade

The VARMAX representation of a State-Space model

2018 ◽  
pp. 129-144
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
State Space ◽  
State Space Model ◽  
Space Model

The likelihood of models with varying parameters

2018 ◽  
pp. 65-82
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
Varying Parameters

Subspace methods

2018 ◽  
pp. 83-106
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
Subspace Methods

Filtering and Smoothing

2018 ◽  
pp. 33-44
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade

Model transformations

2018 ◽  
pp. 19-32
Author(s):  
Jose Casals ◽  
Alfredo Garcia-Hiernaux ◽  
Miguel Jerez ◽  
Sonia Sotoca ◽  
A. Alexandre Trindade
Keyword(s):  
Model Transformations
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