Titolo: State-Space Methods for Time Series Analysis: Theory, Applications and Software (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Editore: Chapman and Hall/CRC
Data di pubblicazione: 2016
Lingua: Inglese
ISBN 10: 148221959X
ISBN 13: 9781482219593
Rilegatura: Rilegato
Condizione: New

Descrizione articolo

Riassunto

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values.

Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form.

After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables.

Web Resource
The authors’ E4 MATLAB� toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.

Informazioni sull?autore

Jose Casals is head of global risk management at Bankia. He is also an associate professor of econometrics at Universidad Complutense de Madrid.

Alfredo Garcia-Hiernaux is an associate professor of econometrics at Universidad Complutense de Madrid and a freelance consultant.

Miguel Jerez is an associate professor of econometrics at Universidad Complutense de Madrid and a freelance consultant. He was previously executive vice-president at Caja de Madrid for six years.

Sonia Sotoca is an associate professor of econometrics at Universidad Complutense de Madrid.

Drs. Casals, Garcia-Hiernaux, Jerez, and Sotoca are all engaged in a long-term research project to apply state-space techniques to standard econometric problems. Their common research interests include state-space methods and time series econometrics.

A. Alexandre (Alex) Trindade is a professor of statistics in the Department of Mathematics and Statistics at Texas Tech University and an adjunct professor in the Graduate School of Biomedical Sciences at Texas Tech University Health Sciences Center. His research spans a broad swath of theoretical and computational statistics.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Descrizione libreria

Hello! Ria Christie Collections is an online venture that was initially set up in 2012 to sell books. We do not have a physical high street store. We are professional online booksellers. We only sell brand new books in perfect condition that we source from various suppliers and the publishers. Primarily, our aim is to provide an excellent service to all our customers. We always work as a team to achieve this. Our other objectives are to: 1. Ensure that all our products reach their destination quickly in a safe and secure manner 2. Answer to all our customer queries within 24 hours 3. Ensure that our customers are happy with their purchases 4. Provide all the items at a competitive price 5. Always listen to our customers Ria Christie Collections is not a registered company. It is a Sole Trader venture. Other key information is shown below: Contact Person Name: Rakesh Luchmun (Mr) Storefront Name: Ria Christie Collections Place of Establishment Address: Suite B; ARUN House; ARUN Building Arundel Road Uxbridge UB8 2RR United Kingdom E-Mail Address: riachristie@hotmail.co.uk VAT Number: GB 160 5650 25 We always work hard and aim to comply with all of Abebooks Policies. If you have any issues, please do not hesitate to write to us whether before or after a purchase. We promise to reply to you promptly and, in any case, within 24 hours. Thank you kindly! Yours sincerely Mr Rakesh Luchmun (Founder) and the Ria Christie Collections Team

Visita la pagina della libreria

Informazioni sull?azienda del venditore

Ryefield Investments Limited
175 Pield Heath Road, Uxbridge, UB8 3NL, United Kingdom

Condizioni di vendita e spedizione

Condizioni di vendita

All Returns and Refund are as per Abebooks policies.

Diritto di recesso

Condizioni di spedizione

Orders usually ship within 2 business days. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. Thank you!

Tariffe di spedizione da Regno Unito a U.S.A.

Tariffe di spedizione da Regno Unito a U.S.A.
Quantit� dell?ordine	Da 6 a 12 giorni lavorativi	Da 6 a 12 giorni lavorativi
Primo articolo	EUR 13.78	EUR 13.78

I tempi di consegna sono stabiliti dai venditori e variano in base al corriere e al paese. Gli ordini che devono attraversare una dogana possono subire ritardi e spetta agli acquirenti pagare eventuali tariffe o dazi associati. I venditori possono contattarti in merito ad addebiti aggiuntivi dovuti a eventuali maggiorazioni dei costi di spedizione dei tuoi articoli.