Description: State-Space Methods for Time Series Analysis : Theory, Applications and Software, Hardcover by Casals, Jose; Garcia-hiernaux, Alfredo; Jerez, Miguel; Sotoca, Sonia; Trindade, A. Alexandre, ISBN 148221959X, ISBN-13 9781482219593, Brand New, Free shipping in the US Statisticians explain how to apply the state-space method to economic statistics, presenting theory, examples, and software to graduate students, professional statisticians, and academics. They cover linear state-space models, model transformations, filtering and smoothing, likelihood computation for fixed-coefficients models, the likelihood of models with varying parameters, subspace methods, signal extraction, the VARMAX representation of a state-space model, aggregation and disaggregation of time series, and cross-sectional extension: longitudinal and panel data. Annotation ©2016 Ringgold, Inc., Portland, OR ()
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Book Title: State-Space Methods for Time Series Analysis : Theory, Applicatio
Number of Pages: 270 Pages
Language: English
Publication Name: State-Space Methods for Time Series Analysis : Theory, Applications and Software
Publisher: CRC Press LLC
Item Height: 0.9 in
Subject: Probability & Statistics / General
Publication Year: 2016
Type: Textbook
Item Weight: 20 Oz
Item Length: 9.4 in
Subject Area: Mathematics
Author: A. Alexandre Trindade, Miguel Jerez, Alfredo Garcia-Hiernaux, Sonia Sotoca, Jose Casals
Item Width: 6.3 in
Series: Chapman and Hall/Crc Monographs on Statistics and Applied Probability Ser.
Format: Hardcover
