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  3. State-Space Methods for Time Series Analysis: Theory, Applications and Software [Repost]

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

Posted By: Free butterfly
Date: 29 May 2019 18:56:52
State-Space Methods for Time Series Analysis: Theory, Applications and Software [Repost]

State-Space Methods for Time Series Analysis: Theory, Applications and Software
English | 2016 | ISBN: 148221959X | 292 pages | PDF | 8 Mb

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values.

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