Forecasting, Structural Time Series Models and the Kalman Filter

Harvey, Andrew C.

ISBN 10: 0521321964 / ISBN 13: 9780521321969

Editore: Cambridge University Press, 1990

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Dati bibliografici

• Titolo: Forecasting, Structural Time Series Models and the Kalman Filter
• Editore: Cambridge University Press
• Data di pubblicazione: 1990
• Lingua: Inglese
• ISBN 10: 0521321964
• ISBN 13: 9780521321969
• Rilegatura: Hardcover
• Condizione: New
• Tipo di libro: book

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