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Forecasting, Structural Time Series Models and the Kalman Filter

Usually dispatched within 3 - 5 business days.

In Stock (787)

£ 48.00

Description

This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Book Details
EAN:
9780521405737
Binding:
Paperback / softback
Dimensions(mm):
228 x 155 x 35
Publication Date:
1991-02-28
Publication Country:
United Kingdom