State Space Methods for Time Series Analysis: Theory Applications and Software

$159.00
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State Space Methods for Time Series Analysis: Theory Applications and Software

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State Space Methods for Time Series Analysis: Theory Applications and Software

State Space Methods for Time Series Analysis: Theory Applications and Software

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Description

State Space Methods for Time Series Analysis: Theory Applications and Software

Exploring the advantages of the state-space approach this book presents numerous computational procedures that can be applied to a previously specified linear model in state-space form. It discusses model estimation and signal extraction; describes many procedures to combine decompose aggregate and disaggregate a state-space form; and covers
  • Brand: Taylor & Francis Ltd
  • Category: Education
  • Format: Paperback
  • Language: English
  • Publication Date: 2022-01-24
  • Publisher / Label: Taylor & Francis Ltd
  • Author: Jose Casals
  • Number of Pages: 270
  • Fruugo ID: 343442454-752538460
  • ISBN: 9780367570583

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