Forecasting, Structural Time Series Models & the Kalman Filter

Andrew C. Harvey

12 ratings by Goodreads

Language: English

Published by Cambridge University Press, 1990

0521321964 / 9780521321969

  • Hardcover
  • New
See all details

Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

5-star seller

AbeBooks seller since August 14, 2006

Hardcover

Condition: New

US$ 336.20

US$ 47.56 shipping 
Ships from Germany to U.S.A.

Quantity: 2 available

Add to basket
Free 30-day returns

Item description from seller

Druck auf Anfrage Neuware - Printed after ordering - In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.…

Seller Inventory # 9780521321969

Title
Forecasting, Structural Time Series Models & the Kalman Filter
Author
Andrew C. Harvey
Publisher
Cambridge University Press
Publication year
1990
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0521321964
ISBN 13
9780521321969
Item weight
1,069 grams
Dimensions
235x157x38 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 47.56US$ 64.74
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Bank Wire Transfer
  • Check
  • Paypal

Store description

Das Unternehmen AHA-BUCH GmbH: Seit der Gründung von AHA-BUCH im Juli 2005 ist unser Hauptziel, zufriedenen Kunden so schnell und so preisgünstig wie möglich ihren Bücherwunsch zu erfüllen. Unsere Firma beschäftigt 16 Mitarbeiter, die nur ein Ziel kennen: den Kunden und seine Wünsche! Auf über 3700 m2 Fläche haben wir über 100.000 Bücher, Modernes Antiquariat und Spiele auf Lager.

Specialty

Kinderbücher & Kinderhör Casetten, German Books, Software, Natur & Tiere, Ratgeber, Sachbücher, Englische Bücher, Medizin & Gesundheit, Universität & Studium

Seller's business information

AHA-BUCH GmbH

Garlebsen 48
Einbeck, Germany 37574