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Book Categories |
| Pt. I | State space models | 1 |
| 1 | Introduction to state space time series analysis | 3 |
| 2 | State structure, decision making and related issues | 26 |
| 3 | An introduction to particle filters | 40 |
| Pt. II | Testing | 73 |
| 4 | Frequency domain and wavelet-based estimation for long-memory signal plus noise models | 75 |
| 5 | A goodness-of-fit test for AR(1) models and power against state space alternatives | 92 |
| 6 | Tests for cycles | 102 |
| Pt. III | Bayesian inference and bootstrap | 121 |
| 7 | Efficient Bayesian parameter estimation | 123 |
| 8 | Empirical Bayesian inference in a nonparametric regression model | 152 |
| 9 | Resampling in state space models | 171 |
| Pt. IV | Applications | 203 |
| 10 | Measuring and forecasting financial variability using realised variance | 205 |
| 11 | Practical filtering for stochastic volatility models | 236 |
| 12 | On RegComponent time series models and their applications | 248 |
| 13 | State spaces modelling in macroeconomics and finance using SsfPack in S+Finmetrics | 284 |
| 14 | Finding genes in the human genome with hidden Markov models | 336 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
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Add State Space and Unobserved Component Models: Theory and Applications, Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models impor, State Space and Unobserved Component Models: Theory and Applications to the inventory that you are selling on WonderClubX
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Add State Space and Unobserved Component Models: Theory and Applications, Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models impor, State Space and Unobserved Component Models: Theory and Applications to your collection on WonderClub |