Pelagatti, Matteo Maria
Libros de: Pelagatti, Matteo Maria
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Time Series Modelling with Unobserved Components
Pelagatti, Matteo Maria
Taylor & Francis (2015)
- EAN: 9781482225006
- Páginas: 275
- Fecha de edición: 2015
pvp.86,50 €
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Unobserved Components Models (UCMs) are a special class of time series models that have many advantages compared with other models in that they tend to provide more accurate forecasts and can be easily implemented. This ...