Statistical Software for State Space Methods
In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software. We first provide some background on the history of state space methods for the analysis of time series. This is followed...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Foundation for Open Access Statistics
2011-05-01
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| coleção: | Journal of Statistical Software |
| Assuntos: | |
| Acesso em linha: | http://www.jstatsoft.org/v41/i01/paper |
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