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Time Series Modelling with Unobserved Components

By: Matteo M. Pelagatti (Author)

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Ksh 36,000.00

Format: Hardback or Cased Book

ISBN-13: 9781482225006

Publisher: Apple Academic Press Inc.

Publication Date: Jul 28th, 2015

Weight: 570 grams

Dimension: 16.50 x 24.10 x 2.10 cms

Category: Economic statistics

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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.

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