Articoli correlati a State Space Modeling of Time Series (Universitext)
Sinossi
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 to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Dalla quarta di copertina
This book provides a state space approach to time series modeling. The new edition has been completely reorganized and rewritten. The aim of the book is to present a new, computer-oriented method for building models for vector-valued time series.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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State Space Modeling of Time Series Universitext
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Broschiert. Condizione: Gut. 2. Auflage;. 322 Seiten; Das Buch ist ordentlich erhalten und kann altersbedingte Gebrauchsspuren aufweisen. Namensvermerk des Vorbesitzers im Vorsatz. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 585. Codice articolo 2194508
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State Space Modeling of Time Series
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Springer, Berlin, Heidelberg, 1990
ISBN 10: 3540528709
ISBN 13: 9783540528708
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Trade paperback. Trade paperback (US). Glued binding. 323 p. Contains: Illustrations, black & white, Tables, black & white. Universitext. Audience: General/trade. Very good. light shelfwear, po name on first page 2nd Softcover Reprint of the Original 2nd 1990 ed. Codice articolo Alibris.0028169
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State Space Modeling of Time Series
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:3540528709. Codice articolo 8662835
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Re-bound by library. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:3540528709. Codice articolo 4844138
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State Space Modeling of Time Series
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PF. Condizione: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice articolo 6666-IUK-9783540528708
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State Space Modeling of Time Series
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State Space Modeling of Time Series
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Springer, Springer Aug 1990, 1990
ISBN 10: 3540528709
ISBN 13: 9783540528708
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series. Das vorliegende Buch liefert eine neue, computer-orientierte Methode zur Modellierung von Zeitreihen. Für die neue Auflage wurde es vollständig überarbeitet. 348 pp. Englisch. Codice articolo 9783540528708
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State Space Modeling of Time Series (Universitext).
Da: Die Wortfreunde - Antiquariat Wirthwein Matthias Wirthwein, Mannheim, Germania
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Condizione: Wie neu. 323 Seiten Fast neuwertiges, ungelesenes Exemplar. No shipping to other EU countries due to the EU Packaging and Packaging Waste Regulation (PPWR), which entered into force on August 12, 2026. Sprache: Englisch Gewicht in Gramm: 594 17,0 x 2,0 x 24,2 cm, Taschenbuch Auflage: Softcover reprint of the original 2nd ed. 1990. Codice articolo 67153
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Condizione: New. pp. 350. Codice articolo 261771738
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