State-Space Methods for Time Series Analysis: Theory, Applications and Software (Bog, Paperback / softback, Engelsk)

State-Space Methods for Time Series Analysis: Theory, Applications and Software

(Bog, Paperback / softback, Engelsk)
Forfattere: Jose (Universidad Complutense de Madrid Casals, Alfredo (Universidad Complutense de Madrid Garcia-Hiernaux, Miguel Jerez, Sonia (Universidad Complutense de Madrid Sotoca, A. Alexandre (Texas Tech University Trindade

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Beskrivelse

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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Alle detaljer

Forlag Taylor & Francis Ltd
Forfattere Jose (Universidad Complutense de Madrid Casals, Alfredo (Universidad Complutense de Madrid Garcia-Hiernaux, Miguel Jerez, Sonia (Universidad Complutense de Madrid Sotoca, A. Alexandre (Texas Tech University Trindade
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 30-06-2020
Første udgivelsesår 2020
Serie Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Originalsprog United Kingdom
Sideantal 270
Indbinding Paperback / softback
Forlag Taylor & Francis Ltd
Sideoplysninger 270 pages
Mål 234 x 156
ISBN-13 / EAN-13 9780367570583