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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Harvey, A. C. (Andrew C.)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 1989.
Temas:
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.
Acceso en línea:Texto completo
Descripción
Sumario:This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose.
Descripción Física:1 online resource (xvi, 554 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 529-542) and indexes.
ISBN:9781107720039
1107720036
9781107049994
1107049997
9781107715905
1107715903
9781107714557
1107714559

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