9783540528708 - state space modeling of time series (universitext) di aoki, masanao (11 risultati)
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Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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EUR 60,75
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Condizione: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service.
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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PF. Condizione: New.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 61,08
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Condizione: New. In.
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 79,74
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Condizione: New. pp. 350.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 80,73
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Paperback. Condizione: Brand New. 2nd reprint edition. 340 pages. 9.53x6.70x0.79 inches. In Stock.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 53,49
EUR 62,99 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Backgro…und material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series.; In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series. Das vorliegende Buch liefert eine neue, computer-orientierte Methode zur Modellierung von Zeitreihen. Für die neue Auflage wurde es vollständig überarbeitet.
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and re…written. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series. Das vorliegende Buch liefert eine neue, computer-orientierte Methode zur Modellierung von Zeitreihen. Für die neue Auflage wurde es vollständig überarbeitet. 348 pp. Englisch.
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 78,69
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Condizione: New. Print on Demand pp. 350 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam.
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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EUR 80,17
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Condizione: New. PRINT ON DEMAND pp. 350.
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Da: moluna, Greven, Germaniamoluna
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EUR 48,37
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reo…rganized and rewritten. Background materi.
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book provides a state space approach to time series modeling. The new edition has been completely reorganized and rewritten. The aim of the book is to present a new, computer-oriented method for building models for vector-valued t…ime series.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 348 pp. Englisch.
