State Space Modeling of Time Series
Language: en
Pages: 324
Authors: Masanao Aoki
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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model's predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addres
An Introduction to State Space Time Series Analysis
Language: en
Pages: 189
Authors: Jacques J.F. Commandeur
Categories: Business & Economics
Type: BOOK - Published: 2007-07-19 - Publisher: Oxford University Press, USA

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This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with
Time Series Analysis for the State-Space Model with R/Stan
Language: en
Pages: 0
Authors: Junichiro Hagiwara
Categories: Mathematics
Type: BOOK - Published: 2022-09-01 - Publisher: Springer

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This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing
Time Series Analysis by State Space Methods
Language: en
Pages: 369
Authors: James Durbin
Categories: Business & Economics
Type: BOOK - Published: 2012-05-03 - Publisher: OUP Oxford

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This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time s
Time Series Analysis for the State-Space Model with R/Stan
Language: en
Pages: 350
Authors: Junichiro Hagiwara
Categories: Mathematics
Type: BOOK - Published: 2021-08-30 - Publisher: Springer Nature

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This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing