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Vargas Vargas, Manuel
Libros de: Vargas Vargas, Manuel
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State Space Representation Of Economic Time Series
Vargas Vargas, Manuel
VDM Verlag (2009)
- EAN: 9783639188486
- Páginas: 172
- Fecha de edición: 2009
pvp.68,50 €
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Cointegration relationships or common trends detection has been undertaken
mainly by VARMA representation of stochastic processes, while the specialized
literature has paid less attention to the state-space modeling, although it
presents computationals and analytical advantages ...
