Artículo: AMZ-0521405734

Forecasting, Structural Time Series Models and the Kalman Filter

Format:

Paperback

Hardcover

Paperback

eTextbook

Detalles del producto
Disponibilidad
En stock
Peso con empaque
0.89 kg
Devolución
Condición
Nuevo
Producto de
Amazon
Viaja desde
USA

Sobre este producto
  • This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose.
$101,44
31% OFF
$69,96

IMPORT EASILY

By purchasing this product you can deduct VAT with your RUT number

$101,44
31% OFF
$69,96

3 meses de gracia en diferidos y hasta 6 meses sin intereses con Pacificard

Envío gratis
Llega en 5 a 12 días hábiles
Con envío
Tienes garantia de entrega
Este producto viaja de USA a tus manos en

Conoce más detalles

Used Book in Good Condition