State-space methods for time series analysis: Theory, applications and software - Casals Jose; Garcia-Hiernaux Alfredo; Jerez Miguel; Sotoca Sonia; Trindade A. Alexandre (Boca Raton CRC Press, 2016)
Appendics 191-246p.; Bibliography 247-260p.; Author index 261-264p.; Subject index 265-269p.
Keywords: Filtering and smoothing; Model transformations; Signal extraction; Subspace methods; Statistics