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State-Space Methods for Time Series Analysis最新文献

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The likelihood of models with varying parameters 具有不同参数的模型的可能性
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-6
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 1
The VARMAX representation of a State-Space model 状态空间模型的VARMAX表示
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-9
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
Likelihood computation for fixed-coefficients models 固定系数模型的似然计算
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-5
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
Filtering and Smoothing 滤波和平滑
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-4
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 5
Signal extraction 信号提取
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-8
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
Cross-sectional extension: longitudinal and panel data 横断面延伸:纵向和面板数据
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-11
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
Aggregation and disaggregation of time series 时间序列的聚合和分解
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-10
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
Subspace methods 子空间方法
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-7
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
Model transformations 模型转换
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-3
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
Linear State-Space models 线性状态空间模型
State-Space Methods for Time Series Analysis Pub Date : 2018-09-03 DOI: 10.1201/9781315372471-2
J. Casals, Alfredo García-Hiernaux, Miguel Jerez, S. Sotoca, A. Trindade
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引用次数: 0
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