Time series modelling with unobserved components
Auteur :
Pelagatti, Matteo M.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032098432
Date de publication :
30 juin 2021
Dimensions :
23,4 x 15,6 cm
Poids :
394 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.