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 - Väzba: Pevná
- Počet strán: 347
Nakladateľ: Springer-Verlag New York Inc., 2013
- Viac informácií o knihe
164.40 €
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Viac informácií o knihe State-Space Models
Nákupom získate 398 bodov
Anotácia 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.
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics
164.40 €
- Celý názov: State-Space Models
- Autor: Yong Zeng, Shu Wu
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 347
- EAN: 9781461477884
- ISBN: 1461477883
- ID: 01428914
- Nakladateľ: Springer-Verlag New York Inc.
- Hmotnosť: 690 g
- Rozmery: 241 × 162 × 26 mm
- Dátum vydania: 13. August 2013
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