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  • State-Space Methods for Time Series Analysis

    Theory, Applications and Software

    by Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca, A. Alexandre Trindade ...
    Series series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
    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.Exploring the advantages of this approach, State ... Read more

    $76.99 USD