Smoothness Priors Analysis of Time Series



目 次

 

Chapter 1 Introduction
Chapter 2 Modeling Concepts and Methods
Chapter 3 The Smoothness Priors Concept
Chapter 4 Scalar Least Squares Modeling
Chapter 5 Linear Gaussian State Space Modeling
Chapter 6 General State Space Modeling
Chapter 7 Applications of Linear Gaussian State
Space Modeling
Chapter 8 Modeling Trends
Chapter 9 Seasonal Adjustment
Chapter 10 Estimation of Time Varying Variance
Chapter 11 Modeling Scalar Nonstationary Covariance Time Series
Chapter 12 Modeling Multivariate Nonstationary Covariance Time Series
Chapter 13 Modeling Inhomogeneous Discrete Processes
Chapter 14 Quasi-Periodic Process Modeling
Chapter 15 Nonlinear Smoothing
Chapter 16 Other Applications

Genshiro Kitagawa and Will Gersch
Springer Verlag, New York, 1996年
Lecture Notes in Statistics No.116
ISBN 0-387-94819-8   

Last modified June 3, 2006