De som köpt den här boken har ofta också köpt Multivariate Time Series With Linear State Spac... av Víctor Gómez (inbunden).
Köp båda 2 för 2142 krThis book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. ¿In particular, it...
Dr. Víctor Gómez is a statistician and technical advisor at the Spanish Ministry of Finance and Public Administrations in Madrid. His work involves statistical, econometric and, above all, time series analysis of macroeconomic data, mostly in connection with short-term economic analysis. More recently, he has focused on research in the field of time series analysis and the development of software for time series analysis. He has also taught numerous courses on time series analysis and related topics such as short-term forecasting, seasonal adjustment methods and time series filtering.