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State-Space Methods for Time Series Analysis

- Theory, Applications and Software

About State-Space Methods for Time Series Analysis

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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  • Language:
  • English
  • ISBN:
  • 9780367570583
  • Binding:
  • Paperback
  • Pages:
  • 270
  • Published:
  • June 30, 2020
  • Dimensions:
  • 156x234x0 mm.
  • Weight:
  • 453 g.
Delivery: 1-2 weeks
Expected delivery: October 13, 2024

Description of State-Space Methods for Time Series Analysis

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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