Decomposition of time series models in state-space form
type: Item
instance of: scholarly article
title: Decomposition of time series models in state-space form
zbMATH Open document ID: 1445.62224
author: E. J. Godolphin
author: Kostas Triantafyllopoulos
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62J12
zbMATH DE Number: 5381676
zbMATH Keywords: decompositions of time series
zbMATH Keywords: dynamic models
zbMATH Keywords: generalized linear models
zbMATH Keywords: Bayesian forecasting
zbMATH Keywords: state-space models
zbMATH Keywords: Kalman filtering
describes a project that uses: Fahrmeir
MaRDI profile type: Publication
full work available at URL: j.csda.2004.12.012
OpenAlex ID: W2008766287
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DOI: 10.1016/J.CSDA.2004.12.012
description: scientific article; zbMATH DE number 5381676