scientific article; zbMATH DE number 1222386

zbMATH Open0934.62090MaRDI QIDQ4217907FDOQ4217907

Authors: Will Gersch, Genshiro Kitagawa 

Publication date: 27 April 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

smoothingfilteringtime-varying variancespectrum estimationsmoothness priorsdiscrete processesseasonal components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cited In (17)

• Wavelet estimation of state space models
• A flexible state space model and its applications
• From general state-space to VARMAX models
• Smoothness priors analysis of time series
• Efficient generalized cross-validation for state space models
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• The stationary series state space model for sunspot yearly data
• State space and hidden Markov models
• Estimation for a class of generalized state-space time series models.
• STATE TRANSITION SPECIFICATION IN STATE-SPACE MODELS
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• Observable trend-projecting state-space models
• Non-Gaussian seasonal adjustment
• Deep state-space Gaussian processes
• Approximate methods for state-space models
• Wavelets in state space models
• SSpace: A flexible and general state space toolbox for Matlab

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