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State Space Modelling of Time Series
Masanao Aoki
€ 67.89
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Description for State Space Modelling of Time Series
Paperback. Adopting a state space approach to time series modelling, this volume aims to present a new, computer-orientated method for building models for vector-valued time series. Num Pages: 340 pages, 3 black & white illustrations, 1 black & white tables, biography. BIC Classification: KCH; PBT; UY. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 242 x 170 x 19. Weight in Grams: 600.
In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used ... Read more
In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used ... Read more
Product Details
Format
Paperback
Publication date
1990
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
340
Condition
New
Number of Pages
323
Place of Publication
Berlin, Germany
ISBN
9783540528708
SKU
V9783540528708
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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