An introduction to state space time series analysis:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2007
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Practical econometrics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | XIV, 174 S. zahlr. graph. Darst. |
| ISBN: | 9780199228874 |
Internformat
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| 245 | 1 | 0 | |a An introduction to state space time series analysis |c Jacques J. F. Commandeur ; Siem Jan Koopman |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Oxford [u.a.] |b Oxford Univ. Press |c 2007 | |
| 300 | |a XIV, 174 S. |b zahlr. graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804136532103135232 |
|---|---|
| adam_text | Contents
List of Figures x
List of Tables
1.
2.
2.1.
2.2.
2.3.
3.
3.1.
3.2.
3.3.
3.4.
4.
4.1.
4.2.
4.3.
4.4.
5.
5.1.
5.2.
6.
6.1.
6.2.
7.
7.1.
7.2.
7.3.
7.4.
vii
Contents
8. General
8.1.
8.2.
8.3.
8.4.
8.5.
8.6.
8.7.
9.
9.1.
9.2.
9.3.
9.4.
10.
10.1.
10.1.1.
10.1.2.
10.1.3.
10.1.4.
10.1.5.
10.2.
10.3.
10.4.
11.
11.1.
11.2.
11.3.
11.4.
11.4.1.
11.4.2.
11.4.3.
11.4.4.
11.4.5.
11.5.
12.
12.1.
APPENDIX A. UK drivers KSI and petrol price
VIII
Contents
APPENDIX
APPENDIX C. UK front and rear seat passengers KSI
APPENDIX D. UK price changes
Bibliography
Index
IX
Jürgen
Providing a practical introduction to state space methods as applied to unobserved
components time series models, also known as structural time series models, this
book introduces time series analysis using state space methodology to readers
who are neither familiar with time series analysis, nor with state space methods.
The only background required in order to understand the material presented in
the book is a basic knowledge of classical linear regression models, of which a brief
review is provided to refresh the reader s knowledge. Also, a few sections assume
familiarity with matrix algebra, however, these sections may be skipped without
losing the flow of the exposition.
The book offers a step by step approach to the analysis of the salient features
in time series such as the trend, seasonal, and irregular components. Practical
problems such as forecasting and missing values are treated in some detail. This
useful book will appeal to practitioners and researchers who use time series on
a daily basis in areas such as the social sciences, quantitative history, biology
and medicine, it also serves as an accompanying textbook for a basic time series
course in econometrics and statistics, typically
level or graduate ¡eve!.
|
| adam_txt |
Contents
List of Figures x
List of Tables
1.
2.
2.1.
2.2.
2.3.
3.
3.1.
3.2.
3.3.
3.4.
4.
4.1.
4.2.
4.3.
4.4.
5.
5.1.
5.2.
6.
6.1.
6.2.
7.
7.1.
7.2.
7.3.
7.4.
vii
Contents
8. General
8.1.
8.2.
8.3.
8.4.
8.5.
8.6.
8.7.
9.
9.1.
9.2.
9.3.
9.4.
10.
10.1.
10.1.1.
10.1.2.
10.1.3.
10.1.4.
10.1.5.
10.2.
10.3.
10.4.
11.
11.1.
11.2.
11.3.
11.4.
11.4.1.
11.4.2.
11.4.3.
11.4.4.
11.4.5.
11.5.
12.
12.1.
APPENDIX A. UK drivers KSI and petrol price
VIII
Contents
APPENDIX
APPENDIX C. UK front and rear seat passengers KSI
APPENDIX D. UK price changes
Bibliography
Index
IX
Jürgen
Providing a practical introduction to state space methods as applied to unobserved
components time series models, also known as structural time series models, this
book introduces time series analysis using state space methodology to readers
who are neither familiar with time series analysis, nor with state space methods.
The only background required in order to understand the material presented in
the book is a basic knowledge of classical linear regression models, of which a brief
review is provided to refresh the reader's knowledge. Also, a few sections assume
familiarity with matrix algebra, however, these sections may be skipped without
losing the flow of the exposition.
The book offers a step by step approach to the analysis of the salient features
in time series such as the trend, seasonal, and irregular components. Practical
problems such as forecasting and missing values are treated in some detail. This
useful book will appeal to practitioners and researchers who use time series on
a daily basis in areas such as the social sciences, quantitative history, biology
and medicine, it also serves as an accompanying textbook for a basic time series
course in econometrics and statistics, typically
level or graduate ¡eve!. |
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| index_date | 2024-07-02T17:36:56Z |
| indexdate | 2024-07-09T20:57:53Z |
| institution | BVB |
| isbn | 9780199228874 |
| language | English |
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| spelling | Commandeur, Jacques J. Verfasser aut An introduction to state space time series analysis Jacques J. F. Commandeur ; Siem Jan Koopman 1. publ. Oxford [u.a.] Oxford Univ. Press 2007 XIV, 174 S. zahlr. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Practical econometrics Tijdreeksen gtt State-space methods Time-series analysis Zustandsraum (DE-588)4132647-7 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Zustandsraum (DE-588)4132647-7 s b DE-604 Koopman, Siem Jan Verfasser aut Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015659994&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015659994&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Commandeur, Jacques J. Koopman, Siem Jan An introduction to state space time series analysis Tijdreeksen gtt State-space methods Time-series analysis Zustandsraum (DE-588)4132647-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4132647-7 (DE-588)4067486-1 |
| title | An introduction to state space time series analysis |
| title_auth | An introduction to state space time series analysis |
| title_exact_search | An introduction to state space time series analysis |
| title_exact_search_txtP | An introduction to state space time series analysis |
| title_full | An introduction to state space time series analysis Jacques J. F. Commandeur ; Siem Jan Koopman |
| title_fullStr | An introduction to state space time series analysis Jacques J. F. Commandeur ; Siem Jan Koopman |
| title_full_unstemmed | An introduction to state space time series analysis Jacques J. F. Commandeur ; Siem Jan Koopman |
| title_short | An introduction to state space time series analysis |
| title_sort | an introduction to state space time series analysis |
| topic | Tijdreeksen gtt State-space methods Time-series analysis Zustandsraum (DE-588)4132647-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Tijdreeksen State-space methods Time-series analysis Zustandsraum Zeitreihenanalyse |
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