Filtering None-Linear State Space Models. Methods and Economic Applications

Filtering None-Linear State Space Models. Methods and Economic Applications
Author :
Publisher : Rozenberg Publishers
Total Pages : 150
Release :
ISBN-10 : 9789036101691
ISBN-13 : 9036101697
Rating : 4/5 (91 Downloads)

Book Synopsis Filtering None-Linear State Space Models. Methods and Economic Applications by : Kai Ming Lee

Download or read book Filtering None-Linear State Space Models. Methods and Economic Applications written by Kai Ming Lee and published by Rozenberg Publishers. This book was released on 2010 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Filtering None-Linear State Space Models. Methods and Economic Applications Related Books

Filtering None-Linear State Space Models. Methods and Economic Applications
Language: en
Pages: 150
Authors: Kai Ming Lee
Categories:
Type: BOOK - Published: 2010 - Publisher: Rozenberg Publishers

DOWNLOAD EBOOK

Nonlinear Filters
Language: en
Pages: 264
Authors: Hisashi Tanizaki
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give
System-Theoretic Methods in Economic Modelling II
Language: en
Pages: 219
Authors: S. Mittnik
Categories: Mathematics
Type: BOOK - Published: 2014-06-28 - Publisher: Elsevier

DOWNLOAD EBOOK

System-Theoretic Methods in Economic Modelling II complements the editor's earlier volume, bringing together current research efforts integrating system-theoret
Applied Quantitative Methods for Trading and Investment
Language: en
Pages: 426
Authors: Christian L. Dunis
Categories: Business & Economics
Type: BOOK - Published: 2004-01-09 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financi
Readings in Unobserved Components Models
Language: en
Pages: 475
Authors: Andrew C. Harvey
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to