Overall philospohy of the approach: common sense assisted by substantive subject matter, statistical methodology and computing devices.

Introduction

Univariate time series models

State space models and the Kalman filter

Estimation, prediction and smoothing for univariate structural time series models

Testing and model selection

Extensions of the univariate linear model

Explanatory variables

Multivariate models

Continuous time

Special topics: point processes, marked point processes, spatial processes, spatial-temporal processes

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