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" Smoothness priors analysis of time series / "
Genshiro Kitagawa, Will Gersch.
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BL
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| Record Number
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655824
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dltt
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| Main Entry
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Kitagawa, G., (Genshiro),1948-
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| Title & Author
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Smoothness priors analysis of time series /\ Genshiro Kitagawa, Will Gersch.
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| Publication Statement
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New York :: Springer,, 1996.
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| Series Statement
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Lecture notes in statistics ;; 116
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| Page. NO
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x, 261 p. :: ill. ;; 24 cm.
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| ISBN
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0387948198 (pbk. : alk. paper)
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: 9780387948195 (pbk. : alk. paper)
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| Bibliographies/Indexes
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Includes bibliographical references (p. 231-251) and index.
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| Contents
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1. Introduction -- 2. Modeling Concepts and Methods -- 3. The Smoothness Priors Concept -- 4. Scalar Least Squares Modeling -- 5. Linear Gaussian State Space Modeling -- 6. General State Space Modeling -- 7. Applications of Linear Gaussian State Space Modeling -- 8. Modeling Trends -- 9. Seasonal Adjustment -- 10. Estimation of Time Varying Variance -- 11. Modeling Scalar Nonstationary Covariance Time Series -- 12. Modeling Multivariate Nonstationary Covariance Time Series -- 13. Modeling Inhomogeneous Discrete Processes -- 14. Quasi-Periodic Process Modeling -- 15. Nonlinear Smoothing -- 16. Other Applications.
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| Subject
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Time-series analysis.
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| LC Classification
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QA280.K58 1996
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| Added Entry
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Gersch, Will.
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