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State-Space Methods for Time Series Analysis (Theory, Applications and Software)
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Product Details
Author:
Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca, A. Alexandre Trindade
Format:
Paperback
Pages:
298
Publisher:
CRC Press (June 30, 2020)
Language:
English
ISBN-13:
9780367570583
Weight:
19.5oz
Dimensions:
6.125" x 9.1875"
File:
TAYLORFRANCIS-TayFran_260405043548125-20260405.xml
Folder:
TAYLORFRANCIS
List Price:
$72.99
Country of Origin:
United States
Series:
Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Case Pack:
1
As low as:
$69.34
Publisher Identifier:
P-CRC
Discount Code:
H
Pub Discount:
30
Imprint:
Chapman and Hall/CRC
Overview
Exploring the advantages of the state-space approach, this book presents numerous computational procedures that can be applied to a previously specified linear model in state-space form. It discusses model estimation and signal extraction; describes many procedures to combine, decompose, aggregate, and disaggregate a state-space form; and covers
