Kniha State-Space Models Yong Zeng

State-Space Models

Autor: Yong Zeng, Shu Wu
Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
159.83
This book explores developments in state-space models and their applications in economics and financ...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2013
Stránok
347
EAN
9781461477884
ISBN
1461477883
Enbook ID
01428914
Hmotnosť
690
Rozmery
162 x 241 x 26

Kompletný popis

This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or discrete-time state processes.

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