Forecasting, Structural Time Series Models and the Kalman Filter

Forecasting, Structural Time Series Models and the Kalman Filter

by Andrew C . Harvey (Author)

Synopsis

This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose.

$177.63

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 572
Edition: 1
Publisher: Cambridge University Press
Published: 22 Feb 1990

ISBN 10: 0521321964
ISBN 13: 9780521321969