State space and unobserved component models : theory and applications
Year of publication: |
2004 ; 1. publ.
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Other Persons: | Harvey, Andrew C. (ed.) ; Koopman, Siem Jan (contributor) ; Shephard, Neil G. (contributor) |
Institutions: | Conference State Space and Unobserved Component Models <2002, Amsterdam> (contributor) |
Publisher: |
Cambridge [u.a.] : Cambridge University Press |
Subject: | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Bayes-Statistik | Bayesian inference | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Ökonometrie | Econometrics | Schätzung | Estimation | Statistisches Modell | Zustandsraum | Kongress |
Description of contents: | Table of Contents [bvbr.bib-bvb.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
Published items: |
13 hits in ECONIS - Online Catalogue of the ZBW
|
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Time series analysis by state space methods
Durbin, James, (2012)
-
Forecasting with exponential smoothing : the state space approach
Hyndman, Rob J., (2008)
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Testing for random walk coefficients in regression and state space models
Moryson, Martin, (1998)
- More ...
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The econometrics of stochastic volatility
Harvey, Andrew C., (1993)
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Estimation and testing of stochastic variance models
Harvey, Andrew C., (1993)
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Multivariate stochastic variance models
Harvey, Andrew C., (1994)
- More ...