State Space Modeling Of Time Series
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Language: en
Pages: 324
Pages: 324
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
model's predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addres
Language: en
Pages: 339
Pages: 339
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued
Language: en
Pages: 350
Pages: 350
Type: BOOK - Published: 2021-08-30 - Publisher: Springer Nature
This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing
Language: en
Pages: 369
Pages: 369
Type: BOOK - Published: 2012-05-03 - Publisher: OUP Oxford
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time s
Language: en
Pages: 280
Pages: 280
Type: BOOK - Published: 2001-06-21 - Publisher: Oxford University Press
State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Eco