State Space Modeling of Time Series
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Book Overview
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...
Format:Paperback
Language:English
ISBN:3540528709
ISBN13:9783540528708
Release Date:August 1990
Publisher:Springer
Length:323 Pages
Weight:1.20 lbs.
Dimensions:0.7" x 6.7" x 9.6"
Related Subjects
Business Business & Investing Economic Theory Economics Math Mathematics Science & Math TheoryCustomer Reviews
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