State Space and Unobserved Component Models
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Published By Cambridge University Press

9780521835954, 9780511617010, 9781107407435

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Resampling in state space models

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.010 ◽

2004 ◽

pp. 171-202 ◽

Cited By ~ 8

Author(s):

David S. Stoffer ◽

Kent D. Wall

Keyword(s):

State Space ◽

State Space Models

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Introduction to state space time series analysis

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.002 ◽

2004 ◽

pp. 3-25 ◽

Cited By ~ 5

Author(s):

James Durbin

Keyword(s):

Time Series ◽

Time Series Analysis ◽

State Space ◽

Space Time ◽

Series Analysis

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Measuring and forecasting financial variability using realised variance

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.011 ◽

2004 ◽

pp. 205-235 ◽

Cited By ~ 7

Author(s):

Ole E. Barndorff-Nielsen ◽

Bent Nielsen ◽

Neil Shephard ◽

Carla Ysusi

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State space modelling in macroeconomics and finance using SsfPackin S+Finmetrics

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.014 ◽

2004 ◽

pp. 284-335 ◽

Cited By ~ 2

Author(s):

Eric Zivot ◽

Jeffrey Wang ◽

Siem Jan Koopman

Keyword(s):

State Space

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References

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.016 ◽

2004 ◽

pp. 351-372

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Empirical Bayesian inference in a nonparametric regression model

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.009 ◽

2004 ◽

pp. 152-170 ◽

Cited By ~ 3

Author(s):

Gary Koop ◽

Dale Poirier

Keyword(s):

Bayesian Inference ◽

Regression Model ◽

Nonparametric Regression ◽

Nonparametric Regression Model ◽

Empirical Bayesian

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Tests for cycles

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.007 ◽

2004 ◽

pp. 102-120 ◽

Cited By ~ 2

Author(s):

Andrew C. Harvey

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Frequency domain and wavelet-based estimation for long-memory signal plus noise models

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.005 ◽

2004 ◽

pp. 75-91 ◽

Cited By ~ 2

Author(s):

Katsuto Tanaka

Keyword(s):

Frequency Domain ◽

Long Memory ◽

Noise Models

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State structure, decision making and related issues

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.003 ◽

2004 ◽

pp. 26-39

Author(s):

Peter Whittle

Keyword(s):

Decision Making ◽

State Structure

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Preface

State Space and Unobserved Component Models ◽

10.1017/cbo9780511617010.001 ◽

2004 ◽

pp. vii-xiii ◽

Cited By ~ 1

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