Monthly Archives: December 2014

Variations on a maximum likelihood procedure

Posted on December 22, 2014 by javlacalle

Structural time series models are a appealing frame work for time series modelling since components such as the trend or the seasonal are explicitly modelled. Besides, both deterministic components or stochastic components can be captured by these models. At first … Continue reading →

Posted in applications, R, time series | Leave a comment