Structural Time Series Models

By Andrew S. Harvey, S. J. Koopman. 2005

88 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability, Signal Processing

How researchers see this paper

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

In Management Science and Operations Research

1. K. Alkhathlan
2. Muhammad Javid

In Statistics and Probability

1. K. Alkhathlan
2. Muhammad Javid

In Signal Processing

1. K. Alkhathlan
2. Muhammad Javid

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].”
• Carbon emissions and oil consumption in Saudi Arabia (2015, methodology): “Using the STSM approach, one can estimate a non-linear UEDT, but deterministic time trends are not ruled out (see, for example, [15,11,7-9]).”