Synopsis
In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter? each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Adrian Pizzinga, Department of Statistics, Institute of Mathematics and Statistics, Fluminense Federal University (UFF) Rio de Janeiro, Brazil
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Résultats de recherche pour Restricted Kalman Filtering: Theory, Methods, and Applicatio...
Image d'archives
Restricted Kalman Filtering: Theory, Methods, and Application (SpringerBriefs in Statistics, 12)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur ABLIING23Mar2716030036532
Acheter neuf
EUR 39,07
Frais de port :
EUR 3,47
Vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Restricted Kalman Filtering : Theory, Methods, and Application
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 18484374-n
Acheter neuf
EUR 40,27
Frais de port :
EUR 2,30
Vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Restricted Kalman Filtering : Theory, Methods, and Application
Edité par
Springer, 2012
ISBN 10 : 1461447372
ISBN 13 : 9781461447375
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 18484374
Acheter D'occasion
EUR 44,22
Frais de port :
EUR 2,30
Vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Restricted Kalman Filtering: Theory, Methods, and Application (SpringerBriefs in Statistics, 12)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9781461447375_new
Acheter neuf
EUR 46,96
Frais de port :
EUR 13,60
De Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Restricted Kalman Filtering : Theory, Methods, and Application
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 18484374-n
Acheter neuf
EUR 46,95
Frais de port :
EUR 17,03
De Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Restricted Kalman Filtering
Edité par
Springer New York Jul 2012, 2012
ISBN 10 : 1461447372
ISBN 13 : 9781461447375
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter - each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics). 72 pp. Englisch. N° de réf. du vendeur 9781461447375
Acheter neuf
EUR 42,75
Frais de port :
EUR 23
De Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Restricted Kalman Filtering : Theory, Methods, and Application
Edité par
Springer, 2012
ISBN 10 : 1461447372
ISBN 13 : 9781461447375
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 18484374
Acheter D'occasion
EUR 49,06
Frais de port :
EUR 17,03
De Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Restricted Kalman Filtering: Theory, Methods, and Application
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Brand New. 2012 edition. 72 pages. 9.25x6.10x0.17 inches. In Stock. N° de réf. du vendeur x-1461447372
Acheter neuf
EUR 55,50
Frais de port :
EUR 11,35
De Royaume-Uni vers Etats-Unis
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Restricted Kalman Filtering
Edité par
Springer New York, 2012
ISBN 10 : 1461447372
ISBN 13 : 9781461447375
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. N° de réf. du vendeur 4198524
Acheter neuf
EUR 39,56
Frais de port :
EUR 48,99
De Allemagne vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Restricted Kalman Filtering
Edité par
Springer New York, Springer Jul 2012, 2012
ISBN 10 : 1461447372
ISBN 13 : 9781461447375
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -¿¿¿¿¿¿¿¿ ¿In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variationsand other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Briefoffers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Briefhas a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter ¿ each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics).Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 72 pp. Englisch. N° de réf. du vendeur 9781461447375
Acheter neuf
EUR 42,75
Frais de port :
EUR 60
De Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)