State-Space Methods for Time Series Analysis: Theory, Applications and Software

By Alfredo Garcia-Hiernaux, Jose Manuel Carro Casals, A Alexandre Trindade, et al.

Book Overview

Exploring the advantages of the state-space approach, this book presents numerous computational procedures that can be applied to a previously specified linear model in state-space form. It discusses model estimation and signal extraction; describes many procedures to combine, decompose, aggregate, and disaggregate a state-space form; and covers

• Format: Paperback
• Language: English
• ISBN: 0367570580
• ISBN13: 9780367570583
• Release Date: June 2020
• Publisher: CRC Press
• Length: 270 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.8" x 5.9" x 9.1"