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Erschienen in:
2011 | OriginalPaper | Buchkapitel
Emerging Themes
verfasst von : Terence C. Mills
Erschienen in: The Foundations of Modern Time Series Analysis
Verlag: Palgrave Macmillan UK
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15.1 This chapter discusses four research themes that began to emerge during the late 1950s and 1960s but whose real importance, like many aspects of this latter decade, only became apparent from the late 1970s onwards. These themes are: (i) inference in nonstationary autoregressive models; (ii) the use of model selection criteria; (iii) the Kalman filter, state space formulations and recursive estimation of time series models; and (iv) the specification and modelling of nonlinear time series processes.