State-space methods for time series analysis theory, applications and software

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, ag...

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Bibliographic Details

Main Authors:	Casals, Jose (Author), Garcia-Hiernaux, Alfredo (Author), Jerez, Miguel (Author)
Other Authors:	Sotoca, Sonia, œe author, Trindade, A. Alexandre, œe author
Format:	Book
Language:	English
Published:	Boca Raton, FL CRC Press, Taylor & Francis Group [2016]
Series:	Monographs on statistics and applied probability (Series) ; œv 149
Subjects:	Time-series analysis State-Space methods
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