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  • STATE-SPACE METHODS FOR TIME SERIES ANALYSIS
    ebook
    STATE-SPACE METHODS FOR TIME SERIES ANALYSIS
    JOSE CASALS / ALFREDO GARCIA-HIERNAUX / MIGUEL JEREZ / SONIA SOTOCA / A. ALEXANDRE TRINDADE
    The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of ...

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