Produktbild
Andrew C. Harvey

Forecasting, Structural Time Series Models and the Kalman Filter

Ebook (PDF Format)

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and… Mehr

CHF 69.00

Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)

Versandfertig innerhalb 1-3 Werktagen
Versandkostenfrei

Produktdetails


  • ISBN: 978-1-107-71046-7
  • EAN: 9781107710467
  • Produktnummer: 16941821
  • Verlag: Cambridge University Press
  • Sprache: Englisch
  • Erscheinungsjahr: 1990
  • Seitenangabe: 0 S.
  • Plattform: PDF
  • Masse: 45'617 KB

13 weitere Werke von Andrew C. Harvey:


Bewertungen


0 von 0 Bewertungen

Geben Sie eine Bewertung ab!

Teilen Sie Ihre Erfahrungen mit dem Produkt mit anderen Kunden.