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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 40,66
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 49,26
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EUR 46,35
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter - each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 49,25
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Da: Revaluation Books, Exeter, Regno Unito
EUR 56,28
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Aggiungi al carrelloPaperback. Condizione: Brand New. 2012 edition. 72 pages. 9.25x6.10x0.17 inches. In Stock.
EUR 64,69
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Editore: Springer New York, Springer US Jul 2012, 2012
ISBN 10: 1461447372 ISBN 13: 9781461447375
Lingua: Inglese
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 42,75
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware -¿¿¿¿¿¿¿¿ ¿In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variationsand other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Briefoffers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Briefhas a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter ¿ each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 72 pp. Englisch.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 39,44
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EUR 45,80
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Aggiungi al carrelloBrochura. Condizione: New. Usually dispatch in 5/6 days. Expedite shipment with DHL.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 98,14
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Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 88,33
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Aggiungi al carrelloPaperback. Condizione: Like New. Like New. book.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 119,26
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Editore: Springer New York Jul 2012, 2012
ISBN 10: 1461447372 ISBN 13: 9781461447375
Lingua: Inglese
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 42,75
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter - each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics). 72 pp. Englisch.
Editore: Springer-Verlag New York Inc., 2012
ISBN 10: 1461447372 ISBN 13: 9781461447375
Lingua: Inglese
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 56,13
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Aggiungi al carrelloPaperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 145.
Da: Majestic Books, Hounslow, Regno Unito
EUR 66,20
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Aggiungi al carrelloCondizione: New. Print on Demand pp. 72 9 Illus.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 68,75
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Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 72.