Smoothness priors analysis of time series /
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| Author / Creator: | Kitagawa, G. (Genshiro), 1948- |
|---|---|
| Imprint: | New York : Springer, 1996. |
| Description: | x, 261 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in statistics ; 116 Lecture notes in statistics (Springer-Verlag) ; v. 116. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2574610 |
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| 100 | 1 | |a Kitagawa, G. |q (Genshiro), |d 1948- |0 http://id.loc.gov/authorities/names/n85268638 |1 http://viaf.org/viaf/109337630 | |
| 245 | 1 | 0 | |a Smoothness priors analysis of time series / |c Genshiro Kitagawa, Will Gersch. |
| 260 | |a New York : |b Springer, |c 1996. | ||
| 300 | |a x, 261 p. : |b ill. ; |c 24 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Lecture notes in statistics ; |v 116 | |
| 504 | |a Includes bibliographical references (p. 231-251) and index. | ||
| 505 | 0 | 0 | |g 1. |t Introduction -- |g 2. |t Modeling Concepts and Methods -- |g 3. |t The Smoothness Priors Concept -- |g 4. |t Scalar Least Squares Modeling -- |g 5. |t Linear Gaussian State Space Modeling -- |g 6. |t General State Space Modeling -- |g 7. |t Applications of Linear Gaussian State Space Modeling -- |g 8. |t Modeling Trends -- |g 9. |t Seasonal Adjustment -- |g 10. |t Estimation of Time Varying Variance -- |g 11. |t Modeling Scalar Nonstationary Covariance Time Series -- |g 12. |t Modeling Multivariate Nonstationary Covariance Time Series -- |g 13. |t Modeling Inhomogeneous Discrete Processes -- |g 14. |t Quasi-Periodic Process Modeling -- |g 15. |t Nonlinear Smoothing -- |g 16. |t Other Applications. |
| 650 | 0 | |a Time-series analysis. |0 http://id.loc.gov/authorities/subjects/sh85135430 | |
| 650 | 7 | |a Time-series analysis. |2 fast |0 http://id.worldcat.org/fast/fst01151190 | |
| 700 | 1 | |a Gersch, Will. |0 http://id.loc.gov/authorities/names/n96047326 |1 http://viaf.org/viaf/22257439 | |
| 830 | 0 | |a Lecture notes in statistics (Springer-Verlag) ; |v v. 116. | |
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| 928 | |t Library of Congress classification |a QA280.K580 1996 |l JCL |c JCL-Sci |i 3007366 | ||
| 927 | |t Library of Congress classification |a QA280.K580 1996 |l JCL |c JCL-Sci |e CRERAR |b 45499209 |i 4756821 | ||
