10 Structural time series models

By Andrew S. Harvey, N. Shephard. 1993

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. S. Rodionov
2. Sorin Cheval
3. A. Yatsu
4. F. Serinaldi
5. B. Lavaniegos
6. J. Haberman
7. Alexandru Dumitrescu
8. Kevin D. Friedland

Citations in the corpus

• Forecasting at Scale (2018, neutral): “We rely on Fourier series to approximate the periodic nature of the data [Harvey and Shephard, 1993].”
• Use of prewhitening in climate regime shift detection (2006, background): “[5] A structural time series model is one which is set up in terms of components that have a direct interpretation [Harvey and Shephard, 1993].”