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Further computational aspects

J. Durbin and S.J. Koopman

in Time Series Analysis by State Space Methods: Second Edition

Published in print:
2012
Published Online:
December 2013
ISBN:
9780199641178
eISBN:
9780191774881
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641178.003.0006
Subject:
Mathematics, Probability / Statistics

This chapter continues the discussion of the computational aspects of filtering and smoothing. It explains the estimation of a regression component of the model and intervention components; the ... More


Time Series Analysis in the Social Sciences: The Fundamentals

Youseop Shin

Published in print:
2017
Published Online:
September 2017
ISBN:
9780520293168
eISBN:
9780520966383
Item type:
book
Publisher:
University of California Press
DOI:
10.1525/california/9780520293168.001.0001
Subject:
Sociology, Law, Crime and Deviance

This book focuses on fundamental elements of time series analysis that social scientists need to understand to employ time series analysis for their research and practice. Avoiding extraordinary ... More


Model-Based Rules for Describing Recurrent Events

Don Harding and Adrian Pagan

in The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Published in print:
2016
Published Online:
January 2018
ISBN:
9780691167084
eISBN:
9781400880935
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691167084.003.0004
Subject:
Economics and Finance, Econometrics

The chapter discusses a particular way of producing rules to summarize the nature of the recurrent events. These rules come from the idea that the data incorporating the recurrent event can be ... More


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