Boekhandel Douwes Den Haag

Time Series Modelling with Unobserved Components

Matteo M. (University of Milan-Bicocca, Italy) Pelagatti

Time Series Modelling with Unobserved Components

Time Series Modelling with Unobserved Components

Time Series Modelling with Unobserved Components

 

This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.


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Beschrijving Time Series Modelling with Unobserved Components

This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.


ISBN
9781482225006
Pagina's
275
Verschenen
Rubriek
Wiskundige economie
Druk
1
Uitvoering
Hardback
Taal
Engels
Uitgever
Apple Academic Press Inc.