Time Series Modelling with Unobserved Components, 

Автор: Andrew Harvey (Editor)
Название: State Space and Unobserved Component Models
ISBN: 1107407435 ISBN-13(EAN): 9781107407435
Издательство: Cambridge Academ
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Цена: 7445.00 р.
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Описание: This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component models, important in a wide range of subjects, including economics, finance, medicine and engineering.

Автор: Pelagatti, Matteo M.
Название: Time Series Modelling with Unobserved Components
ISBN: 1032098430 ISBN-13(EAN): 9781032098432
Издательство: Taylor&Francis
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Цена: 7348.00 р.
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Описание: This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.