554 pp. Reference. Index. Light edgewear, corners rubbed. Describes a comprehensive theory of structural time series models. Heavy book. ; 8vo 8" - 9" tall.

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Dati bibliografici

Titolo: Forecasting, Structural Time Series Models and the Kalman Filter
Editore: Cambridge University Press, Cambridge
Data di pubblicazione: 1989
ISBN 10: 0521405734
ISBN 13: 9780521405737
Rilegatura: Softcover
Condizione: Very Good-

Descrizione articolo

Riassunto

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

Recensione

'... if you're looking for a state of the art monograph on applied aspects of state-space representations, and Kalman filtering ... then Harvey's book is required reading.' Econometric Theory

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