HIGHLIGHTS
- who: Jacques J. F. Commandeur and collaborators from the VU University Amsterdam have published the research: Statistical Software for State Space Methods, in the Journal: (JOURNAL)
- what: The authors provide some background on the history of space methods for the analysis of time series. The authors continue the discussion by presenting methods for the computation of estimates for the unobserved vector: filtering prediction and smoothing. approaches for the other parameters in the model also considered. the authors discuss how the procedures can be used for constructing confidence intervals detecting outlier observations and structural breaks and . . .
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