Book contents
- Frontmatter
- Contents
- List of figures
- Acknowledgement
- Preface
- Notation and conventions
- List of abbreviations
- 1 Introduction
- 2 Univariate time series models
- 3 State space models and the Kalman filter
- 4 Estimation, prediction and smoothing for univariate structural time series models
- 5 Testing and model selection
- 6 Extensions of the univariate model
- 7 Explanatory variables
- 8 Multivariate models
- 9 Continuous time
- Appendix 1 Principal structural time series components and models
- Appendix 2 Data sets
- Selected answers to exercises
- References
- Author, index
- Subject index
Author, index
Published online by Cambridge University Press: 05 July 2014
- Frontmatter
- Contents
- List of figures
- Acknowledgement
- Preface
- Notation and conventions
- List of abbreviations
- 1 Introduction
- 2 Univariate time series models
- 3 State space models and the Kalman filter
- 4 Estimation, prediction and smoothing for univariate structural time series models
- 5 Testing and model selection
- 6 Extensions of the univariate model
- 7 Explanatory variables
- 8 Multivariate models
- 9 Continuous time
- Appendix 1 Principal structural time series components and models
- Appendix 2 Data sets
- Selected answers to exercises
- References
- Author, index
- Subject index
Summary
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- Chapter
- Information
- Forecasting, Structural Time Series Models and the Kalman Filter , pp. 543 - 546Publisher: Cambridge University PressPrint publication year: 1990