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Smoothness Priors Analysis of Time Series

Genshiro Kitagawa, Will Gersch
DOI: 10.1007/978-1-4612-0761-0
Lecture notes in statistics

Data up to Jan 2025

Published1996
Citations669
References1
Fields
Computer scienceMathematicsGeologyApplied mathematicsAlgorithmEconometrics

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Abstract

References (1)

Estimation of Time Varying Variance

1996 • 2 citations

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Smoothness Priors Analysis of Time Series (1996) – Lecture notes in statistics | Metascience Observatory Explorer