Forecasting, structural time series models and the kalman filter
Auteur :
Harvey, Andrew C.
Éditeur :
Cambridge University Press
ISBN :
9780521405737
Date de publication :
28 févr. 1991
Dimensions :
22,9 x 15,2 x 3,2 cm
Poids :
830 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.