A dynamic factor model for economic time series
Francisco Javier Fernández-Macho (1997)
Kybernetika
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Displaying similar documents to “The formulation of structural time series models in discrete and continuous time.”
A dynamic factor model for economic time series
Initialiting the kalman filter for nonstationary state space models
Víctor Gómez, A. Gómez-Villegas (1998)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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Change-Point problems: approaches and applications.
Adrian F. M. Smith (1980)
Trabajos de Estadística e Investigación Operativa
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Problems of making inferences about abrupt changes in the mechanism underlying a sequence of observations are considered in both retrospective and on-line contexts. Among the topics considered are the Lindisfarne scribes problem; switching straight lines; manoeuvering targets, and shifts of level or slope in linear time series models. Summary analyses of data obtained in studies of schizophrenic and kidney transplant patients are presented.
A structural model with interventions for New Zealand sawn timber production.
Luo, Dongwen, Jones, Geoffrey, Dennis, Judith (2006)
Journal of Applied Mathematics and Decision Sciences
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Linear models with nuisance parameters and deformation measurement
Pavla Kunderová (2000)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Analysis of variance as regression model with a reparametrization restriction
Karel Zvára (1992)
Applications of Mathematics
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Let us consider the linear model covering the one-way classification as a special casse. In the paper the relationship between testing of some linear hypothesis and estimating of parameters in the linear model by common software packages is examined.