Statistical Software for State Space Methods
نویسندگان
چکیده
منابع مشابه
Statistical Software for State Space Methods
In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software. We first provide some background on the history of state space methods for the analysis of time series. This is followed by a concise overview of linear Gaussian state space analysis including the modelling framework a...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2011
ISSN: 1548-7660
DOI: 10.18637/jss.v041.i01