Chapman & Hall/CRC Monographs on Statist State-Space Methods for Time Series Analysis: Theory, Applications and Software, (Hardcover)

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Chapman & Hall/CRC Monographs on Statist State-Space Methods for Time Series Analysis: Theory, Applications and Software, (Hardcover)

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Chapman & Hall/CRC Monographs on Statist State-Space Methods for Time Series Analysis: Theory, Applications and Software, (Hardcover)
Author: CRC Press
ISBN: 9781482219593
Format: Hardcover
Publication Date: 2016-03-23
Page Count: 298

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Hardcover
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Non-Fiction
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Textbooks
Publication date
March, 2016
Pages
298
Subgenre
Probability & Statistics

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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 the connection between mainstream time series models and the state-space representation. Source code, a complete user manual, and other materials related to the authors' MATLAB^(R) toolbox are available on a supplementary website.

Chapman & Hall/CRC Monographs on Statist State-Space Methods for Time Series Analysis: Theory, Applications and Software, (Hardcover)
Author: CRC Press
ISBN: 9781482219593
Format: Hardcover
Publication Date: 2016-03-23
Page Count: 298

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March, 2016

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Chapman & Hall/CRC Monographs on Statist State-Space Methods for Time Series Analysis: Theory, Applications and Software, (Hardcover)

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