The following text field will produce suggestions that follow it as you type.

Loading Inventory...

Coles

Forecasting Structural Time Series Models And The Kalman Filter by Andrew C. Harvey, Paperback | Indigo Chapters

From Andrew C. Harvey

Current price: $56.95
Forecasting Structural Time Series Models And The Kalman Filter by Andrew C. Harvey, Paperback | Indigo Chapters
Forecasting Structural Time Series Models And The Kalman Filter by Andrew C. Harvey, Paperback | Indigo Chapters

Coles

Forecasting Structural Time Series Models And The Kalman Filter by Andrew C. Harvey, Paperback | Indigo Chapters

From Andrew C. Harvey

Current price: $56.95
Loading Inventory...

Size: 1 x 1 x 1

Buy OnlineGet it at Coles
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Coles
This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. This technique was originally developed in control engineering but is becoming increasingly important in economics and operations research. The book is primarily concerned with modeling economic and social time series and with addressing the special problems that the treatment of such series pose. | Forecasting Structural Time Series Models And The Kalman Filter by Andrew C. Harvey, Paperback | Indigo Chapters

More About Coles at Village Green Shopping Centre

Find everything in-store including new, used and children’s books, music, movies, games and toys. Visit Coles today to find the perfect gift, or a novel for yourself. COVID-19 UPDATE: Open | Regular Centre Hours

Powered by Adeptmind