Forecasting, Structural Time Series Models & the Kalman Filter

Name: Forecasting, Structural Time Series Models & the Kalman Filter
Brand: Cambridge University Press
SKU: 9780521321969
Price: 5329.00 INR
Availability: InStock

by Andrew C. Harvey

Cambridge University Press

₹5,329

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From the publisher

This book provides a synthesis of concepts and materials that ordinarily appear separately in time series and econometrics literature, presenting a comprehensive review of both theoretical and applied concepts. Perhaps the most novel feature of the book is its use of Kalman filtering together with econometric and time series methodology.

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