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Matteo M. Pelagatti, Matteo M. Pelagatti, Matteo M. (University of Milan-Bicocca Pelagatti, Matteo Maria Pelagatti

Time Series Modelling With Unobserved Components

English · Hardback

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Description

Summary

This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.

Product details

Authors	Matteo M. Pelagatti, Matteo M. Pelagatti, Matteo M. (University of Milan-Bicocca Pelagatti, Matteo Maria Pelagatti
Publisher	Taylor & Francis Ltd.

Languages	English
Product format	Hardback
Released	28.07.2015

EAN	9781482225006
ISBN	978-1-4822-2500-6
No. of pages	275
Subjects	Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics Social sciences, law, business > Business > General, dictionaries MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Econometrics, Economic statistics, Probability & statistics, Probability and statistics, Econometrics and economic statistics

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