State Space Time Series Models of Serially Correlated Variances and Their Application to Agricultural Risk Management
Language: en
Pages: 216
State Space Modeling of Time Series
Language: en
Pages: 339
Authors: Masanao Aoki
Categories: Business & Economics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued
Time Series Analysis by State Space Methods
Language: en
Pages: 369
Authors: James Durbin
Categories: Business & Economics
Type: BOOK - Published: 2012-05-03 - Publisher: OUP Oxford

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This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time s
State-Space Methods for Time Series Analysis
Language: en
Pages: 286
Authors: Jose Casals
Categories: Mathematics
Type: BOOK - Published: 2018-09-03 - Publisher: CRC Press

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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 formulati
A.P. Giannini and the Giannini Foundation of Agricultural Economics
Language: en
Pages: 422
Authors: Giannini Foundation of Agricultural Economics
Categories: Agriculture
Type: BOOK - Published: 2009 - Publisher: Giannini Foundation of Agricultural Economics University of California

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