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Volumn 16, Issue 1, 2006, Pages 1-15

Formulating state space models in R with focus on longitudinal regression models

Author keywords

Dynamic models; Exponential family; Generalized linear models; Iterated extended Kalman smoothing; Kalman filtering; Seasonality; Time series; Trend

Indexed keywords


EID: 33646336648     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v016.i01     Document Type: Article
Times cited : (17)

References (14)
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    • Durbin, J.1    Koopman, S.J.2
  • 3
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    • Time series analysis of non-gaussian observations based on state space models from both classical and bayesian perspectives
    • With discussion
    • Durbin J, Koopman SJ (2000). "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from both Classical and Bayesian Perspectives." Journal of the Royal Statistical Society B, 62(1), 3-56. With discussion.
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    • Durbin, J.1    Koopman, S.J.2
  • 5
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    • Markov chain Monte Carlo for dynamic generalised linear models
    • Gamerman D (1998). "Markov Chain Monte Carlo for Dynamic Generalised Linear Models." Biometrika, 85, 215-227.
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    • Gamerman, D.1
  • 6
    • 0001308047 scopus 로고
    • The effects of seat belt legislation on British road casualties: A case study in structural time series modelling
    • With discussion
    • Harvey AC. Durbin J (1986). "The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling." Journal of the Royal Statistical Society A, 149(3), 187-227. With discussion.
    • (1986) Journal of the Royal Statistical Society A , vol.149 , Issue.3 , pp. 187-227
    • Harvey, A.C.1    Durbin, J.2
  • 8
    • 84950428388 scopus 로고
    • A smoothness priors-state space modeling of time series with trend and seasonally
    • Kitagawa G. Gersch W (1984). "A Smoothness Priors-State Space Modeling of Time Series with Trend and Seasonally." Journal of the American Statistical Association. 79(386), 378-389.
    • (1984) Journal of the American Statistical Association , vol.79 , Issue.386 , pp. 378-389
    • Kitagawa, G.1    Gersch, W.2
  • 9
    • 0001729490 scopus 로고    scopus 로고
    • Statistical algorithms for models in state space using SsfPack 2.2
    • Koopman SJ, Shephard N, Doornik JA (1999). "Statistical Algorithms for Models in State Space Using SsfPack 2.2." Econometrics Journal. 2, 113-166.
    • (1999) Econometrics Journal , vol.2 , pp. 113-166
    • Koopman, S.J.1    Shephard, N.2    Doornik, J.A.3
  • 11
    • 33748324384 scopus 로고    scopus 로고
    • R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0
    • R Development Core Team (2006). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http: //www.R-project.org/.
    • (2006) R: A Language and Environment for Statistical Computing
  • 12
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    • Time series in R 1.5.0
    • Ripley BD (2002). "Time Series in R 1.5.0." R News. 2(2), 2-7.
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    • Ripley, B.D.1
  • 14
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    • A regression model for time series of counts
    • Zeger SL (1988). "A Regression Model for Time Series of Counts." Biometrika, 75(4), 621-629.
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    • Zeger, S.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.