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State Space Modeling of Time Series
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Introduction
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Chapter 2
The Notion of State
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Chapter 3
Data Generating Processes
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Chapter 4
State Space and ARMA Models
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Chapter 5
Properties of State Space Models
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Chapter 6
Hankel Matrix and Singular Value Decomposition
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Chapter 7
Innovation Models, Riccati Equations, and Multiplier Analysis
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Chapter 8
State Vectors and Optimality Measures
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Chapter 9
Estimation of System Matrices
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Chapter 10
Approximate Models and Error Analysis
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Chapter 11
Integrated Time Series
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Chapter 12
Numerical Examples
Overall attention for this book and its chapters
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Mentioned by
blogs
1
blog
syllabi
1
institution with syllabi
Citations
dimensions_citation
176
Dimensions
Readers on
mendeley
3
Mendeley
Book overview
1. Introduction
2. The Notion of State
3. Data Generating Processes
4. State Space and ARMA Models
5. Properties of State Space Models
6. Hankel Matrix and Singular Value Decomposition
7. Innovation Models, Riccati Equations, and Multiplier Analysis
8. State Vectors and Optimality Measures
9. Estimation of System Matrices
10. Approximate Models and Error Analysis
11. Integrated Time Series
12. Numerical Examples
Summary
Blogs
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
1
syllabus from an institution on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Unknown
1
Philosophy