Forecasting, Structural Time Series Models and the Kalman Filter
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14

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Published By Cambridge University Press

9780521321969, 9780521405737, 9781107049994

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Introduction

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.002 ◽

1990 ◽

pp. 1-16

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Univariate time series models

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.003 ◽

1990 ◽

pp. 17-99 ◽

Cited By ~ 7

Keyword(s):

Time Series ◽

Time Series Models ◽

Univariate Time Series

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Preface

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.001 ◽

1990 ◽

pp. xi-xiii

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Continuous time

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.010 ◽

1990 ◽

pp. 479-509

Keyword(s):

Continuous Time

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Explanatory variables

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.008 ◽

1990 ◽

pp. 365-422

Keyword(s):

Explanatory Variables

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References

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.014 ◽

1990 ◽

pp. 529-542

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Selected answers to exercises

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.013 ◽

1990 ◽

pp. 527-528

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Extensions of the univariate model

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.007 ◽

1990 ◽

pp. 283-364

Keyword(s):

Univariate Model

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Multivariate models

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.009 ◽

1990 ◽

pp. 423-478

Keyword(s):

Multivariate Models

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State space models and the Kalman filter

Forecasting, Structural Time Series Models and the Kalman Filter ◽

10.1017/cbo9781107049994.004 ◽

1990 ◽

pp. 100-167 ◽

Cited By ~ 3

Keyword(s):

Kalman Filter ◽

State Space ◽

State Space Models

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