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State-Space Methods for Time Series Analysis
Theory, Applications and Software
Language
English
English
Book
Paperback
Exploring the advantages of the state-space approach, this book presents numerous computational proc...
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Libristo code: 32901747
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Exploring the advantages of the state-space approach, this book presents numerous computational procedures that can be applied to a previously specified linear model in state-space form. It discusses model estimation and signal extraction; describes many procedures to combine, decompose, aggregate, and disaggregate a state-space form; and covers
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About the book
Full name
State-Space Methods for Time Series Analysis
Language
English
English
Binding
Book - Paperback
Date of issue
2020
Number of pages
270
EAN
9780367570583
ISBN
0367570580
Libristo code
32901747
Publishers
Taylor & Francis Ltd
Weight
549
Dimensions
156 x 234
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