Главная > Автор Andrew C. Harvey
О чем не говорят конспирологи
Книги Andrew C. Harvey
Forecasting, Structural Time Series Models and the Kalman Filter
Автор: Andrew C. Harvey
Издательство: Cambridge University Press, 1991
Жанр: Cambridge University Press
Страниц: 572 страницы
Загрузил: tjlee, 17 октября 2009
   This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose.
Для правильной работы fb2Мира используйте только последние версии браузеров: Chrome, Opera или Firefox.
В других браузерах работа fb2Мира не гарантируется!
Ваша дата определена как 24 ноября 2024
Рейтинг@Mail.ru
© 2008–2024 fb2Мир