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State-Space Methods for Time Series Analysis

Theory, Applications and Software

Language EnglishEnglish
Book Paperback
Book State-Space Methods for Time Series Analysis Jose Casals
Libristo code: 32901747
Publishers Taylor & Francis Ltd, June 2020
Exploring the advantages of the state-space approach, this book presents numerous computational proc... Full description
? points 204 b
84.06 €
164.40  лв
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Exploring the advantages of the state-space approach, this book presents numerous computational procedures that can be applied to a previously specified linear model in state-space form. It discusses model estimation and signal extraction; describes many procedures to combine, decompose, aggregate, and disaggregate a state-space form; and covers

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About the book

Full name State-Space Methods for Time Series Analysis
Author Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca, A. Alexandre Trindade
Language English
Binding Book - Paperback
Date of issue 2020
Number of pages 270
EAN 9780367570583
ISBN 0367570580
Libristo code 32901747
Publishers Taylor & Francis Ltd
Weight 549
Dimensions 156 x 234

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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