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Applications of Computer Aided Time Series Modeling

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Applications of Computer Aided Time Series Modeling - Aoki, Masanao (Editor), and Havenner, Arthur M (Editor)
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This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply- ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space ...

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Applications of Computer Aided Time Series Modeling 1996, Springer, New York, NY

ISBN-13: 9780387947518

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