State Space and Unobserved Component Models

State Space and Unobserved Component Models
Author :
Publisher : Cambridge University Press
Total Pages : 398
Release :
ISBN-10 : 052183595X
ISBN-13 : 9780521835954
Rating : 4/5 (5X Downloads)

Book Synopsis State Space and Unobserved Component Models by : James Durbin

Download or read book State Space and Unobserved Component Models written by James Durbin and published by Cambridge University Press. This book was released on 2004-06-10 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.


State Space and Unobserved Component Models Related Books

State Space and Unobserved Component Models
Language: en
Pages: 398
Authors: James Durbin
Categories: Business & Economics
Type: BOOK - Published: 2004-06-10 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.
State Space and Unobserved Component Models
Language: en
Pages: 0
Authors: Andrew Harvey
Categories:
Type: BOOK - Published: 2004 - Publisher:

DOWNLOAD EBOOK

State Space and Unobserved Component Models
Language: en
Pages: 380
Authors: Andrew C. Harvey
Categories: State-space methods
Type: BOOK - Published: 2004 - Publisher:

DOWNLOAD EBOOK

Time Series Modelling with Unobserved Components
Language: en
Pages: 275
Authors: Matteo M. Pelagatti
Categories: Mathematics
Type: BOOK - Published: 2015-07-28 - Publisher: CRC Press

DOWNLOAD EBOOK

Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothin
An Introduction to State Space Time Series Analysis
Language: en
Pages: 192
Authors: Jacques J. F. Commandeur
Categories: Business & Economics
Type: BOOK - Published: 2007-07-19 - Publisher: OUP Oxford

DOWNLOAD EBOOK

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, t