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Time Series Modelling with Unobserved Components Pelagatti, Matteo M. (University of Milan-Bicocca, Italy) 1st edition
Time Series Modelling with Unobserved Components
Pelagatti, Matteo M. (University of Milan-Bicocca, Italy)
This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.
275 pages, 63 black & white illustrations, 7 black & white tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | July 28, 2015 |
| ISBN13 | 9781482225006 |
| Publishers | Taylor & Francis Inc |
| Pages | 275 |
| Dimensions | 241 × 165 × 21 mm · 570 g |
| Language | English |