Time Series Analysis by State Space Methods
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Published By Oxford University Press

9780199641178

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Bayesian estimation of parameters

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0013 ◽

2012 ◽

pp. 299-311

Author(s):

J. Durbin ◽

S.J. Koopman

Keyword(s):

Bayesian Estimation ◽

Estimation Of Parameters

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Special cases of nonlinear and non-Gaussian models

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0009 ◽

2012 ◽

pp. 208-225

Author(s):

J. Durbin ◽

S.J. Koopman

Keyword(s):

Gaussian Models ◽

Special Cases ◽

Non Gaussian

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Importance sampling for smoothing

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0011 ◽

2012 ◽

pp. 260-275

Author(s):

J. Durbin ◽

S.J. Koopman

Keyword(s):

Importance Sampling

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Initialisation of filter and smoother

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0005 ◽

2012 ◽

pp. 123-146

Author(s):

J. Durbin ◽

S.J. Koopman

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Local level model

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0002 ◽

2012 ◽

pp. 9-42

Author(s):

J. Durbin ◽

S.J. Koopman

Keyword(s):

Local Level ◽

Level Model

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Non-Gaussian and nonlinear illustrations

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0014 ◽

2012 ◽

pp. 312-325

Author(s):

J. Durbin ◽

S.J. Koopman

Keyword(s):

Non Gaussian

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Filtering, smoothing and forecasting

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0004 ◽

2012 ◽

pp. 76-122

Author(s):

J. Durbin ◽

S.J. Koopman

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Introduction

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0001 ◽

2012 ◽

pp. 1-6 ◽

Cited By ~ 1

Author(s):

J. Durbin ◽

S.J. Koopman

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Particle filtering

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0012 ◽

2012 ◽

pp. 276-298

Author(s):

J. Durbin ◽

S.J. Koopman

Keyword(s):

Particle Filtering

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Approximate filtering and smoothing

Time Series Analysis by State Space Methods ◽

10.1093/acprof:oso/9780199641178.003.0010 ◽

2012 ◽

pp. 226-259

Author(s):

J. Durbin ◽

S.J. Koopman

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