Kód: 01428914
State-Space Models
Autor Yong Zeng, Shu Wu
This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or ... celý popis
- Jazyk:
Angličtina - Vazba: Pevná
- Počet stran: 347
Nakladatelství: Springer-Verlag New York Inc., 2013
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Anotace knihy
This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or discrete-time state processes.
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics
3767 Kč
- Plný název: State-Space Models
- Autor: Yong Zeng, Shu Wu
- Jazyk: Angličtina
- Vazba: Pevná
- Počet stran: 347
- EAN: 9781461477884
- ISBN: 1461477883
- ID: 01428914
- Nakladatelství: Springer-Verlag New York Inc.
- Hmotnost: 690 g
- Rozměry: 241 × 162 × 26 mm
- Datum vydání: 13. August 2013
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