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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford :
Oxford University Press,
2007.
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| Colección: | Practical econometrics series.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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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| Descripción Física: | 1 online resource (xiv, 174 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780191527944 0191527947 9780199228874 0199228876 9786611150174 661115017X 9781435618091 1435618092 1281150177 9781281150172 |