Abstract
In recent years state-space representations and the associated Kalman recursions have had a profound impact on time series analysis and many related areas.
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Brockwell, P.J., Davis, R.A. (2016). State-Space Models. In: Introduction to Time Series and Forecasting. Springer Texts in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-29854-2_9
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DOI: https://doi.org/10.1007/978-3-319-29854-2_9
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