State Space Modeling of Time Series / Masanao Aoki
| State Space Modeling of Time Series / Masanao Aoki |
| Autore | Aoki, Masanao |
| Edizione | [2.] |
| Pubbl/distr/stampa | Berlin, : Springer-Verlag, 1990 |
| Descrizione fisica | xvii, 323 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 93B30 - System identification [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Algorithms
Dynamic Programming Forecasting Informations Innovation Instrumental variables Modeling Optimization Rating Regression Time series Value at risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00287128 |
Aoki, Masanao
|
||
| Berlin, : Springer-Verlag, 1990 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
State Space Modeling of Time Series / Masanao Aoki
| State Space Modeling of Time Series / Masanao Aoki |
| Autore | Aoki, Masanao |
| Pubbl/distr/stampa | Berlin, : Springer, 1987 |
| Descrizione fisica | xi, 315 p. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
93B30 - System identification [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Algorithms
Dynamic Programming Forecasting Informations Innovation Instrumental variables Modeling Optimization Rating Regression Time series Value at risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0264328 |
Aoki, Masanao
|
||
| Berlin, : Springer, 1987 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
State Space Modeling of Time Series / Masanao Aoki
| State Space Modeling of Time Series / Masanao Aoki |
| Autore | Aoki, Masanao |
| Pubbl/distr/stampa | Berlin, : Springer-Verlag, 1987 |
| Descrizione fisica | xi, 315 p. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 93B30 - System identification [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Algorithms
Dynamic Programming Forecasting Informations Innovation Instrumental variables Modeling Optimization Rating Regression Time series Value at risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00264328 |
Aoki, Masanao
|
||
| Berlin, : Springer-Verlag, 1987 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||