Forecasting, structural time series models, and the Kalman filter /

This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose.

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Harvey, A. C. (Andrew C.)
Format: Électronique eBook
Langue:Inglés
Publié: Cambridge ; New York : Cambridge University Press, 1989.
Sujets:
Time-series analysis.
Kalman filtering.
Série chronologique.
Filtre de Kalman.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Techniques de prévision.
Modèles économétriques.
Kalman filtering
Time-series analysis
Kalman-Filter
Zeitreihenanalyse
Tijdreeksen.
Kalman-filters.
Modellen.
Prognoses.
Kalman, filtrage de.
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