State Space And Unobserved Component Models

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State Space and Unobserved Component Models

Author	: James Durbin
Publisher	: Cambridge University Press
Total Pages	: 398
Release	: 2004-06-10
ISBN-10	: 052183595X
ISBN-13	: 9780521835954
Rating	: 4/5 (954 Downloads)

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Book Synopsis State Space and Unobserved Component Models by : James Durbin

Download or read book State Space and Unobserved Component Models written by James Durbin and published by Cambridge University Press. This book was released on 2004-06-10 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.

State Space and Unobserved Component Models Related Books

Language: en
Pages: 398

State Space and Unobserved Component Models

Authors: James Durbin

Categories: Business & Economics

Type: BOOK - Published: 2004-06-10 - Publisher: Cambridge University Press

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A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.

Language: en
Pages: 275

Time Series Modelling with Unobserved Components

Authors: Matteo M. Pelagatti

Categories: Mathematics

Type: BOOK - Published: 2015-07-28 - Publisher: CRC Press

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Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothin

Language: en
Pages: 192

An Introduction to State Space Time Series Analysis

Authors: Jacques J. F. Commandeur

Categories: Business & Economics

Type: BOOK - Published: 2007-07-19 - Publisher: OUP Oxford

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Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, t

Language: en
Pages: 417

Macroeconometrics and Time Series Analysis

Authors: Steven Durlauf

Categories: Business & Economics

Type: BOOK - Published: 2016-04-30 - Publisher: Springer

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Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci

Language: en
Pages: 472

Readings in Unobserved Components Models

Authors: Andrew Harvey

Categories: Business & Economics

Type: BOOK - Published: 2005-04-07 - Publisher: OUP Oxford

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This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to