Vetenskap & teknik
Pocket
Forecasting, Structural Time Series Models and the Kalman Filter
Andrew C Harvey • Andrew C Harvey • A C Harvey
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This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.
- Format: Pocket/Paperback
- ISBN: 9780521405737
- Språk: Engelska
- Antal sidor: 572
- Utgivningsdatum: 1991-02-28
- Förlag: Cambridge University Press