Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

State Space Modeling of Time Series

State Space Modeling of Time Series

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540528708
Condition
New
Product Description

In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$36.00
@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

10% OFF
This deals requires coupon Get Code Here
$36.00
See Site In stock Visit Store

Similar Products

Antiviral Drug Development

$39.99

Diary of a Wimpy Kid: Rodrick Rules (#2)

$6.74

Business Development in Emerging Markets

$69.99

A High Performance Architecture for Prolog

$84.99

Flexible Databases Supporting Imprecision and Uncertainty

$169.99

Human Computer Interaction Using Hand Gestures

$84.99

Die Vereinten Nationen in internationalen Konflikten

$59.99

Psychische Gesundheit bei der Arbeit

$49.99

Hong Kong SAR Monetary and Exchange Rate Challenges

$109.99

Many

$6.71

Grain Boundary Controlled Properties of Fine Ceramics

$74.99

Oracle DBA Mentor

$49.99

Demographischer Wandel: Herausforderung fr die betriebliche Personal- und Gesundheitspolitik

$74.99

Thermische Modellierung elektrischer Hochleistungsantriebe

$49.99

Languages and Compilers for Parallel Computing

$39.99

Contemporary Research in Accounting and Finance

$179.99

Umweltforschung quergedacht

$84.99

Bltter fr Technikgeschichte

$59.99

Koordiniert-dezentrales Informationsmanagement

$44.99

Advances in Computational Plasticity

$84.99

Scanning Probe Microscopy

$129.00

Development Finance

$109.00

Pokemon: Super Extra Deluxe Essential Handbook

$11.24

Strategische Politische Kommunikation im digitalen Wandel

$69.99

Protein Modelling

$84.99

Semiparallel Submanifolds in Space Forms

$84.99

Effective Functional Verification

$84.99

Computer Vision

$44.99

The Future of the Global Financial System: Downfall or Harmony

$349.00

Lean Startup in Konzernen und Mittelstandsunternehmen

$17.99

Structural Proteomics

$109.99

Self-Assembled Nanomaterials II

$219.99

German Idealism and the Problem of Knowledge:

$129.00

Kinderpflege

$59.99

Hyperbolic Conservation Laws in Continuum Physics

$99.00

Pro Linux High Availability Clustering

$69.99

Unconventional Water Resources

$179.99

Singularities of integrals

$49.99

Trainee-Knigge

$29.99

Plant Molecular Evolution

$84.99