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State-Space Models

Language EnglishEnglish
Book Paperback
Book State-Space Models Yong Zeng
Libristo code: 12229609
Publishers Springer-Verlag New York Inc., August 2015
This book explores developments in state-space models and their applications in economics and financ... Full description
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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.

About the book

Full name State-Space Models
Author Yong Zeng, Shu Wu
Language English
Binding Book - Paperback
Date of issue 2015
Number of pages 347
EAN 9781489992536
ISBN 1489992537
Libristo code 12229609
Publishers Springer-Verlag New York Inc.
Weight 5621
Dimensions 155 x 235 x 21

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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