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Time Series Modelling with Unobserved Components|Matteo M. Pelagatti

Time Series Modelling with Unobserved Components

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Overview

This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.

This item is Non-Returnable

Details

  • ISBN-13: 9781032098432
  • ISBN-10: 1032098430
  • Publisher: CRC Press
  • Publish Date: June 2021
  • Dimensions: 9.21 x 6.14 x 0.58 inches
  • Shipping Weight: 0.86 pounds
  • Page Count: 276

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