Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics
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Published By Springer New York

9780387948195, 9781461207610

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The Smoothness Priors Concept

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_3 ◽

1996 ◽

pp. 27-32 ◽

Author(s):

Genshiro Kitagawa ◽

Will Gersch

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Modeling Concepts and Methods

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_2 ◽

1996 ◽

pp. 9-26

Author(s):

Genshiro Kitagawa ◽

Will Gersch

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Estimation of Time Varying Variance

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_10 ◽

1996 ◽

pp. 137-145 ◽

Author(s):

Genshiro Kitagawa ◽

Will Gersch

Keyword(s):

Time Varying ◽

Estimation Of Time

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Introduction

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_1 ◽

1996 ◽

pp. 1-8 ◽

Author(s):

Genshiro Kitagawa ◽

Will Gersch

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General State Space Modeling

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_6 ◽

1996 ◽

pp. 67-89

Author(s):

Genshiro Kitagawa ◽

Will Gersch

Keyword(s):

State Space ◽

General State ◽

Space Modeling ◽

State Space Modeling ◽

General State Space

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Applications of Linear Gaussian State Space Modeling

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_7 ◽

1996 ◽

pp. 91-104

Author(s):

Genshiro Kitagawa ◽

Will Gersch

Keyword(s):

State Space ◽

Gaussian State ◽

Space Modeling ◽

State Space Modeling

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Other Applications

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_16 ◽

1996 ◽

pp. 213-230

Author(s):

Genshiro Kitagawa ◽

Will Gersch

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Modeling Inhomogeneous Discrete Processes

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_13 ◽

1996 ◽

pp. 181-187

Author(s):

Genshiro Kitagawa ◽

Will Gersch

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Scalar Least Squares Modeling

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_4 ◽

1996 ◽

pp. 33-53

Author(s):

Genshiro Kitagawa ◽

Will Gersch

Keyword(s):

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Nonlinear Smoothing

Smoothness Priors Analysis of Time Series - Lecture Notes in Statistics ◽

10.1007/978-1-4612-0761-0_15 ◽

1996 ◽

pp. 201-212

Author(s):

Genshiro Kitagawa ◽

Will Gersch

Keyword(s):

Nonlinear Smoothing

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