Forecasting, Structural Time Series Models and the Kalman Filter (книга)
Forecasting, Structural Time Series Models and the Kalman Filter | |
Автор: | Andrew C. Harvey |
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Оригинал издан: | ???? |
«Forecasting, Structural Time Series Models and the Kalman Filter» — книга ???? года.
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От издателя
«This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of…»