Front Matter
Introduction Pages 1-6
Fundamentals of Probability and Statistics Pages 7-21
Fundamentals of Handling Time Series Data with R Pages 23-27
Quick Tour of Time Series Analysis Pages 29-58
State-Space Model Pages 59-68
State Estimation in the State-Space Model Pages 69-87
Batch Solution for Linear Gaussian State-Space Model Pages 89-95
Sequential Solution for Linear Gaussian State-Space Model Pages 97-127
Introduction and Analysis Examples of a Well-Known Component Model in the Linear Gaussian State-Space Model Pages 129-177
Batch Solution for General State-Space Model Pages 179-218
Sequential Solution for General State-Space Model Pages 219-275
Example of Applied Analysis in General State-Space Model Pages 277-301
Back Matter