22 results in Forecasting, Structural Time Series Models and the Kalman Filter
Appendix 1 - Principal structural time series components and models
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Preface
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8 - Multivariate models
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Subject index
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Acknowledgement
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List of figures
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9 - Continuous time
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Author, index
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- 22 February 1990, pp 543-546
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Appendix 2 - Data sets
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Frontmatter
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4 - Estimation, prediction and smoothing for univariate structural time series models
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Contents
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6 - Extensions of the univariate model
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5 - Testing and model selection
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List of abbreviations
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2 - Univariate time series models
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References
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Notation and conventions
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7 - Explanatory variables
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3 - State space models and the Kalman filter
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- 22 February 1990, pp 100-167
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