Forecasting, Structural Time Series Models and the Kalman Filter
Häftad, Engelska, 1991
Av Andrew C. (London School of Economics and Political Science) Harvey, Andrew C. Harvey, A. C. Harvey
699 kr
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum1991-02-28
- Mått155 x 228 x 35 mm
- Vikt858 g
- FormatHäftad
- SpråkEngelska
- Antal sidor572
- FörlagCambridge University Press
- ISBN9780521405737