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State-Space Methods for Time Series Analysis

By: Spain) Casals Jose (Universidad Complutense de Madrid (Author) , Spain) Garcia-Hiernaux Alfredo (Universidad Complutense de Madrid (Author) , Miguel Jerez (Author)

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Ksh 11,750.00

Format: Paperback or Softback

ISBN-13: 9780367570583

Publisher: Taylor & Francis Ltd

Publication Date: Jun 30th, 2020

Dimension: 23.40 x 15.60 x 45.30 cms

Category: Economic statistics

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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

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