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Forecasting, Structural Time Series Models and the Kalman Filter
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.
676,00 DH
Sur commande
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.
| ISBN / EAN | 9780521405737 |
|---|---|
| Auteur | Harvey, Andrew C. (London School of Economics and Political Science) |
| Editeur | Cambridge University Press |