State-space methods for time series analysis: theory, applications and software
Auteur :
Casals, Jose / Garcia-Hiernaux, Alfredo / Jerez, Miguel / Sotoca, Sonia / Trindade, A. Alexandre
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367570583
Date de publication :
30 juin 2020
Dimensions :
23,4 x 15,6 cm
Poids :
550 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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