Chapter 7 Forecasting with Unobserved Components Time Series Models
Year of publication: |
2006
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Authors: | Harvey, Andrew |
Published in: |
Handbook of economic forecasting ; 1. - Amsterdam : Elsevier North Holland, ISBN 978-0-444-51395-3. - 2006, p. 327-412
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Subject: | cycles | continuous time | Kalman filter | non-Gaussian models | state space | stochastic trend | stochastic volatility | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Konjunktur | Business cycle |
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