An introduction to state space time series analysis /
This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical int...
| Основен автор: | Commandeur, Jacques J. F. |
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| Други автори: | Koopman, S. J. |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Oxford :
Oxford University Press,
2007.
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| Серия: |
Practical econometrics series.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=216030 |
| Подобни документи: |
Print version::
Introduction to state space time series analysis. |
| Резюме: |
This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics. - ;Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are n. |
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| Физически характеристики: |
1 online resource (xiv, 174 pages) : illustrations. |
| Библиография: |
Includes bibliographical references and index. |
| ISBN: |
9780191527944 0191527947 9780199228874 0199228876 |