Forecasting, Structural Time Series Models and the Kalman Filter

A. C. Harvey, Andrew C. Harvey

ISBN 10: 0521405734 / ISBN 13: 9780521405737

Editore: Cambridge University Press, 2003

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Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Codice articolo 1281972/202

Dati bibliografici

• Titolo: Forecasting, Structural Time Series Models and the Kalman Filter
• Editore: Cambridge University Press
• Data di pubblicazione: 2003
• Lingua: Inglese
• ISBN 10: 0521405734
• ISBN 13: 9780521405737
• Rilegatura: Brossura
• Condizione: Sehr gut
• Cataloghi dei venditori:
  • Bücher

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