Time Series Modelling with Unobserved Components
Matteo M. (University of Milan-Bicocca, Italy) Pelagatti
Taylor & Francis Ltd, 2021
87,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781032098432
- ISBN-10
- 1032098430
- Publisher
- Taylor & Francis Ltd
- Year
- 2021
- Publication date
- 2021-06-30
- Pages
- 276
- Dimensions
- 156x232x23
- Weight
- 422