554 pp. Reference. Index. Light edgewear, corners rubbed. Describes a comprehensive theory of structural time series models. Heavy book. ; 8vo 8" - 9" tall.

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Bibliographic Details

Title: Forecasting, Structural Time Series Models and the Kalman Filter
Publisher: Cambridge University Press, Cambridge
Publication Date: 1989
ISBN 10: 0521405734
ISBN 13: 9780521405737
Binding: Softcover
Condition: Very Good-

About this title

Synopsis

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.

Book Description

A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoretical and applied concepts in modeling economic and social time series.

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Riverwash Books Inc.
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