Kniha State-Space Models Yong Zeng

State-Space Models

Autor: Yong Zeng, Shu Wu
Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
3 654
This book explores developments in state-space models and their applications in economics and financ...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2013
Stránek
347
EAN
9781461477884
ISBN
1461477883
Enbook ID
01428914
Hmotnost
690
Rozměry
162 x 241 x 26

Kompletní 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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