Forecasting, Structural Time Series Models & the Kalman Filter

Auteurs

• Andrew C. Harvey

Paramètres

• 572 pages
• 21 heures de lecture

• Affaires et économie
• Économie
• Mathématiques

En savoir plus sur le livre

Focusing on the modeling of economic and social time series, this book delves into the unique challenges presented by these types of data. It addresses various methodologies and techniques tailored to effectively analyze and interpret time series, highlighting the intricacies involved in understanding economic and social trends.

Achat du livre

• Année de publication: 2009
• Reliure: (rigide)