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Book Description Soft Cover. Condition: new. Seller Inventory # 9783540528708
Book Description Condition: New. Seller Inventory # 20345428-n
Book Description Condition: New. Seller Inventory # ABLIING23Mar3113020169413
Book Description Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9783540528708_lsuk
Book Description Paperback. Condition: Brand New. 2nd reprint edition. 340 pages. 9.53x6.70x0.79 inches. In Stock. Seller Inventory # x-3540528709
Book Description Condition: New. Adopting a state space approach to time series modelling, this volume aims to present a new, computer-orientated method for building models for vector-valued time series. Num Pages: 340 pages, 3 black & white illustrations, 1 black & white tables, biography. BIC Classification: KCH; PBT; UY. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 242 x 170 x 19. Weight in Grams: 600. . 1990. Softcover reprint of the original 2nd ed. 1990. Paperback. . . . . Seller Inventory # V9783540528708
Book Description Condition: New. Book is in NEW condition. 1.32. Seller Inventory # 3540528709-2-1
Book Description Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series. Das vorliegende Buch liefert eine neue, computer-orientierte Methode zur Modellierung von Zeitreihen. Für die neue Auflage wurde es vollständig überarbeitet. Seller Inventory # 9783540528708
Book Description Condition: New. Seller Inventory # 20345428-n
Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background materi. Seller Inventory # 4892556