Forecasting, structural time series models and the Kalman filter
Andrew C. Harvey
| Year of publication: |
1994 ; Reprint.
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Zustandsraummodell | State space model | Statistische Methodenlehre | Statistical theory | Kalman-Filter | Bilineares Zeitreihenmodell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVI, 554 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 529 - 542 |
| ISBN: | 0-521-40573-4 ; 0-521-32196-4 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000550610