✦ LIBER ✦

Time Series Analysis by State Space Methods

✍ Scribed by Kuldeep Kumar

Book ID: 111038169
Publisher: John Wiley and Sons
Year: 2004
Tongue: English
Weight: 131 KB
Volume: 167
Category: Article
ISSN: 0964-1998
DOI: 10.1111/j.1467-985x.2004.298_6.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multivariate time series analysis with s

Multivariate time series analysis with state space models

✍ S. Mittnik 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 706 KB

An Introduction to State Space Time Seri

An Introduction to State Space Time Series Analysis

✍ Fernando Tusell 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 49 KB

A two-step state space time series model

A two-step state space time series modeling method

✍ M. Aoki 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 621 KB

Time Series Analysis of Repeated Surveys

Time Series Analysis of Repeated Surveys: The State–space Approach

✍ Moshe Feder 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 260 KB

Analysis of scanned data by methods of t

Analysis of scanned data by methods of time series analysis

✍ C. Meinicke; E. Sorkau; St. Knoblauch; H.W. Zwanziger 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 272 KB

Recurrence quantification analysis and s

Recurrence quantification analysis and state space divergence reconstruction for financial time series analysis

✍ Fernanda Strozzi; José-Manuel Zaldívar; Joseph P. Zbilut 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 651 KB

The application of recurrence quantification analysis (RQA) and state space divergence reconstruction for the analysis of financial time series in terms of cross-correlation and forecasting is illustrated using high-frequency time series and random heavy-tailed data sets. The results indicate that t