State Space Methods for Time Series Analysis: Theory, Applications And Software. Jose Casals, Alfredo Garica‐Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade, Boca Raton: CRC Press
DOI10.1111/BIOM.12981zbMATH Open1431.00017OpenAlexW2969286814MaRDI QIDQ5214538FDOQ5214538
Authors: Nalini Ravishanker
Publication date: 7 February 2020
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/biom.12981
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) External book reviews (00A17)
Cited In (2)
- State–Space Methods for Time Series Analysis: Theory, Applications and Software, by Jose Casals, Alfredo Garcia‐Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade. Published by CRC Press, 2016. Total number of pages: 270. ISBN: 9781482219593
- Book review of: J. Casals et al., State-space methods for time series analysis. Theory, applications and software
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