Engineering
Forecasting, Structural Time Series Models & the Kalman Filter (English, Andrew C. Harvey)
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Specifications
| Publisher | Cambridge University Press |
| Language | English |
| ISBN-13 | 9780521321969 |
| ISBN-10 | 0521321964 |
| Author | Andrew C. Harvey |
Product Description
Here on GlowMirror, you'll find Forecasting, Structural Time Series Models & the Kalman Filter filed under Engineering -- everything you need to know is covered below.
About the Book
This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology. From a technical point of view, state space models and the Kalman filter play a key role in the statistical tr…
ISBN: 9780521321969
Book Insights
What You'll Learn
- ·Core principles and theoretical foundations of Forecasting, Structural Time Series Models & the Kalman Filter
- ·Problem-solving techniques and practical applications
- ·Real-world case studies and engineering examples
Who Should Read This
Engineering students, working professionals, and researchers in technical fields.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
Frequently Asked Questions
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Is Forecasting, Structural Time Series Models & the Kalman Filter available in English?
Forecasting, Structural Time Series Models & the Kalman Filter is available in English on GlowMirror.
Who is the author of Forecasting, Structural Time Series Models & the Kalman Filter?
Forecasting, Structural Time Series Models & the Kalman Filter is authored by Andrew C. Harvey.
Who published Forecasting, Structural Time Series Models & the Kalman Filter?
Forecasting, Structural Time Series Models & the Kalman Filter is published by Cambridge University Press.
How many pages does Forecasting, Structural Time Series Models & the Kalman Filter have?
Page count information for Forecasting, Structural Time Series Models & the Kalman Filter is available in the specifications section of this page.
How long does it take to read Forecasting, Structural Time Series Models & the Kalman Filter?
At an average reading speed of 250 words per minute, reading Forecasting, Structural Time Series Models & the Kalman Filter takes a few hours to a few days depending on reading pace.
What is Forecasting, Structural Time Series Models & the Kalman Filter about?
About the Book
This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filterin...
Is Forecasting, Structural Time Series Models & the Kalman Filter suitable for beginners?
Whether Forecasting, Structural Time Series Models & the Kalman Filter is suitable for beginners depends on your background in Engineering. Review the product description and specifications above for details on the target audience and difficulty level.
What edition is Forecasting, Structural Time Series Models & the Kalman Filter?
Forecasting, Structural Time Series Models & the Kalman Filter is from the Cambridge University Press edition/year. Check the specifications section for full edition details.
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Forecasting, Structural Time Series Models & the Kalman Filter listed on GlowMirror is a brand new book in good condition.
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