State Space and Unobserved Component Models (Q4830106)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Durbin, James}, Introduction to state space time series analysis, 3-25 [Zbl 05280138] \textit{Whittle, Peter}, State structure, decision making and related issues, 26-39 [Zbl 05280139] \textit{Maskell, Simon}, An introduction to particle filters, 40-71 [Zbl 05280140] \textit{Tanaka, Katsuto}, Frequency domain and wavelet-based estimation for long-memory signal plus noise models, 75-91 [Zbl 05280141] \textit{Anderson, T. W.; Stephens, Michael A.}, A goodness-of-fit test for AR (1) models and power against state space alternatives, 92-101 [Zbl 05280142] \textit{Harvey, Andrew C.}, Tests for cycles, 102-119 [Zbl 05280143] \textit{Frühwirth-Schnatter, Sylvia}, Efficient Bayesian parameter estimation, 123-151 [Zbl 05280144] \textit{Koop, Gary; Poirier, Dale}, Empirical Bayesian inference in a nonparametric regression model, 152-170 [Zbl 05280145] \textit{Stoffer, David S.; Wall, Kent D.}, Resampling in state space models, 171-202 [Zbl 05280146] \textit{Barndorff-Nielsen, Ole E.; Nielsen, Bent; Shephard, Neil; Ysusi, Carla}, Measuring and forecasting financial variability using realised variance, 205-235 [Zbl 05280147] \textit{Stroud, Jonathan R.; Polson, Nicholas G.; Müller, Peter}, Practical filtering for stochastic volatility models, 236-247 [Zbl 05280148] \textit{Bell, William R.}, On RegComponent time series model and their applications, 248-283 [Zbl 05280149] \textit{Zivot, Eric; Wang, Jeffrey; Koopman, Siem Jan}, State space modelling in macroeconomics and finance using SsfPack in S+Finmetrics, 284-335 [Zbl 05280150] \textit{Durbin, Richard}, Finding genes in the human genome with hidden Markov models, 336-372 [Zbl 05280151]