Forecasting, structural time series models and the Kalman filter

Forecasting, structural time series models and the Kalman filter

Manylion Llyfryddiaeth
Prif Awdur: Harvey, Andrew C.
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge Cambridge University Press c1989.
Pynciau:
Time-series analysis.
Kalman filtering.