Introduction to Time Series Modeling with Applications in R

Praise for the first edition:

[This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. … [It] is a valuable book, especially with its broad and accessible introduction of models in the state-space framework.

–Statistics in Medicine

What distinguishes this book from comparable introductory texts is the use of state-space modeling. Along with this come a number of valuable tools for recursive filtering and smoothing, incl...