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Language
English
English
Book
Hardback
This book explores developments in state-space models and their applications in economics and financ...
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Libristo code: 01428914
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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
Language
English
English
Binding
Book - Hardback
Date of issue
2013
Number of pages
347
EAN
9781461477884
ISBN
1461477883
Libristo code
01428914
Publishers
Springer-Verlag New York Inc.
Weight
690
Dimensions
162 x 241 x 26
