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Time Domain Analysis

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Advanced Linear Modeling

Part of the book series: Springer Texts in Statistics ((STS))

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Abstract

This chapter develops Box-Jenkins models. These involve applying the linear filters of Chap. 6 to white noise. It also introduces state-space models and the Kalman filter.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of New Mexico, Albuqurque, NM, USA

    Ronald Christensen

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  1. Ronald Christensen
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Christensen, R. (2019). Time Domain Analysis. In: Advanced Linear Modeling. Springer Texts in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-030-29164-8_7

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