State-Space Methods for Time Series Analysis - Couverture souple

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Casals, Jose

 
9780367570583: State-Space Methods for Time Series Analysis
Couverture souple
ISBN 10 : 0367570580 ISBN 13 : 9780367570583
Editeur : Routledge, 2020

Synopsis

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

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Jose Casals is head of global risk management at Bankia. He is also an associate professor of econometrics at Universidad Complutense de Madrid.

Alfredo Garcia-Hiernaux is an associate professor of econometrics at Universidad Complutense de Madrid and a freelance consultant.

Miguel Jerez is an associate professor of econometrics at Universidad Complutense de Madrid and a freelance consultant. He was previously executive vice-president at Caja de Madrid for six years.

Sonia Sotoca is an associate professor of econometrics at Universidad Complutense de Madrid.

Drs. Casals, Garcia-Hiernaux, Jerez, and Sotoca are all engaged in a long-term research project to apply state-space techniques to standard econometric problems. Their common research interests include state-space methods and time series econometrics.

A. Alexandre (Alex) Trindade is a professor of statistics in the Department of Mathematics and Statistics at Texas Tech University and an adjunct professor in the Graduate School of Biomedical Sciences at Texas Tech University Health Sciences Center. His research spans a broad swath of theoretical and computational statistics.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Routledge
Date d'édition
2020
Langue
anglais
ISBN 10 
0367570580
ISBN 13 
9780367570583
Reliure
Broché
Nombre de pages
298
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Europaallee 1
Bad Hersfeld
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Allemagne

Autres éditions populaires du même titre

9781482219593: State-Space Methods for Time Series Analysis: Theory, Applications and Software

Edition présentée

ISBN 10 :  148221959X ISBN 13 :  9781482219593
Editeur : Chapman & Hall/CRC, 2016
Couverture rigide