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State-Space Methods for Time Series Analysis

By Jose Casals

State-Space Methods for Time Series Analysis Business, Finance & Career

State-Space Methods for Time Series Analysis

By Jose Casals

0 - Default Title
Description
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® toolbox are available on a supplementary website.
Product details
Edition:
illustrated
Number of Pages:
298
Release Date:
2016-03-23
Publication Date:
2016-03-23
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
148221959X
ISBN13:
9781482219593
Weight:
614 g
Height:
161 cm
Width:
240 cm
Thickness:
21 cm
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