Introduction to State Space Time Series Analysis 2025 pdf epub mobi 電子書下載

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Introduction to State Space Time Series Analysis pdf epub mobi 著者簡介

Introduction to State Space Time Series Analysis pdf epub mobi 圖書描述

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.

Introduction to State Space Time Series Analysis 2025 pdf epub mobi 電子書下載

Introduction to State Space Time Series Analysis pdf epub mobi 圖書目錄

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Introduction to State Space Time Series Analysis 2025 pdf epub mobi 電子書下載

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出版者:OUP Oxford

作者:Siem Jan Koopman

出品人:

頁數:190

譯者:

出版時間:2007-7-17

價格:GBP 48.49

裝幀:Hardcover

isbn號碼:9780199228874

叢書系列:

圖書標籤: Time_Series 狀態空間時間序列 state space Statistics NLP文庫 Econometrics

Introduction to State Space Time Series Analysis 2025 pdf epub mobi 電子書下載

想要找書就要到本本書屋

onlinetoolsland.com

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

Introduction to State Space Time Series Analysis pdf epub mobi 用戶評價

評分☆☆☆☆☆

Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step.

評分☆☆☆☆☆

Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step. Most results can be replicated by using dlm package in R.

評分☆☆☆☆☆

Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step.

評分☆☆☆☆☆

Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step. Most results can be replicated by using dlm package in R.

評分☆☆☆☆☆

Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step.

Introduction to State Space Time Series Analysis 2025 pdf epub mobi 電子書下載