user
0
Su pedido

Tu pedido

Su carro de la compra está vacío

Materias

Time Series Analysis by State Space Methods.

Time Series Analysis by State Space Methods.

Compartir en:

(0 Comentarios)
Comenta y valora este libro

pvp.72,80 €

Sin Stock. Posibilidad entre 11 y 20 dias

  • ISBN:9780198523543
  • Editorial: Oxford University Press
  • Fecha de la edición:
  • Encuadernación:
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:253
  • Idiomas:Ingles

Materias:

This volume presents a treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance elements, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system

Otros libros de Economía Cuantitativa