In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical ...
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In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space models for autoregressive models commonly used in the econometric and statistical literature. Backward innovation models are newly introduced in this edition in addition to the forward innovation models, and both are used to construct instrumental variable estimators for the model matrices. Further new items in this edition include statistical properties of the two types of estimators, more details on multiplier analysis and identification of structural models using estimated models, incorporation of exogenous signals and choice of model size. A whole new chapter is devoted to modeling of integrated, nearly integrated and co-integrated time series.
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2nd edition, 323 pp., paperback, ex library else text clean and binding tight. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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Book. Octavo; 2nd, revised and enlarged edition; VG; Paperback; Spine, grey with yellow print; Cover is grey with yellow print, clean and bright; Text block clean and tight; xvii, 323 pages, illustrated "with 13 figures". 1364359. FP New Rockville Stock.
Add this copy of State Space Modeling of Time Series (Universitext) to cart. $28.02, like new condition, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 1990 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1990 edition
Publisher:
Springer
Published:
1990
Language:
English
Alibris ID:
18031635714
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2nd edition, 348 pp., Paperback, a tiny inscription to front free endpaper else fine. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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Add this copy of State Space Modeling of Time Series to cart. $49.25, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1990 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1990 edition
Publisher:
Springer
Published:
1990
Language:
English
Alibris ID:
17987506227
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Fine. Trade paperback (US). Glued binding. 323 p. Contains: Illustrations, black & white, Tables, black & white. Universitext. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of State Space Modeling of Time Series to cart. $50.25, very good condition, Sold by John C. Newland rated 4.0 out of 5 stars, ships from Cheltenham, Glos., UNITED KINGDOM, published 1990 by Springer Verlag.
Add this copy of State Space Modeling of Time Series to cart. $51.64, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1990 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1990 edition
Publisher:
Springer
Published:
1990
Language:
English
Alibris ID:
17987791080
Shipping Options:
Standard Shipping: $4.99
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Seller's Description:
New. Trade paperback (US). Glued binding. 323 p. Contains: Illustrations, black & white, Tables, black & white. Universitext. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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