State Space Models With Regime Switching,

State-Space Models: Applications in Economics and Finance (repost)

State-Space Models: Applications in Economics and Finance (Statistics and Econometrics for Finance) by Yong Zeng and Shu Wu
English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5,2 MB

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance.
State-Space Models: Applications in Economics and Finance (repost)

State-Space Models: Applications in Economics and Finance (Statistics and Econometrics for Finance) by Yong Zeng and Shu Wu
English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5,2 MB

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance.
State-Space Models: Applications in Economics and Finance

Yong Zeng, "State-Space Models: Applications in Economics and Finance"
English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5 MB

Applications of State Space Models in Finance  

Posted by krez76 at Feb. 17, 2010
Applications of State Space Models in Finance

Sascha Mergner - Applications of State Space Models in Finance
Universitätsverlag Göttingen | 2009 | ISBN: 3941875227 | 235 pages | PDF | 2.21 MB

An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios.
State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the context of widely used concepts in finance. The presented material will be useful for financial economists and practitioners who are interested in taking time-variation in the relationship between financial assets and key economic factors explicitly into account.

Advanced State Space Methods for Neural and Clinical Data  eBooks & eLearning

Posted by readerXXI at Nov. 21, 2016
Advanced State Space Methods for Neural and Clinical Data

Advanced State Space Methods for Neural and Clinical Data
by Zhe Chen
English | 2015 | ISBN: 1107079195 | 397 Pages | True PDF | 11.3 MB

This authoritative work provides an in-depth treatment of state space methods, with a range of applications in neural and clinical data.

Multivariate Time Series With Linear State Space Structure  eBooks & eLearning

Posted by Underaglassmoon at May 15, 2016
Multivariate Time Series With Linear State Space Structure

Multivariate Time Series With Linear State Space Structure
Springer | Statistics | June 10, 2016 | ISBN-10: 331928598X | 541 pages | pdf | 4.82 mb

Authors: Gómez, Víctor
Provides a comprehensive account of both theory and algorithms for time series and linear state space models
Refers to a webpage with algorithms programmed in MATLAB and numerous examples
Studies the relationship between VARMA and state space models and between Wiener-Kolmogorov theory and Kalman filtering
Time Series Analysis by State Space Methods (Oxford Statistical Science Series) by James Durbin

Time Series Analysis by State Space Methods (Oxford Statistical Science Series) by James Durbin
English | 2001 | ISBN: 0198523548 | 273 Pages | DJVU | 4 MB

This excellent text provides a comprehensive treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbence terms…
Bayesian Hierarchical Space-Time Models with Application to Significant Wave Height [Repost]

Erik Vanem - Bayesian Hierarchical Space-Time Models with Application to Significant Wave Height
Published: 2013-10-28 | ISBN: 3642302521 | PDF | 262 pages | 6.14 MB
State Space and Unobserved Component Models: Theory and Applications (Repost)

State Space and Unobserved Component Models: Theory and Applications by Andrew Harvey
English | 2004 | ISBN: 052183595X | 394 Pages | PDF | 6 MB

Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods
From Welfare State to Real Estate: Regime Change in New York City, 1974 to the Present (repost)

Kim Moody, "From Welfare State to Real Estate: Regime Change in New York City, 1974 to the Present"
English | 2007-05-01 | ISBN: 1595580883 | 340 pages | PDF | 57,5 MB

City of Quartz meets Gotham—the dark side of the glittering metropolis.
New York is a city of outlandish wealth and extreme deprivation, where the abundance of high-rise office space and luxury housing belies a poverty rate of nearly twice the national average. In From Welfare State to Real Estate, prominent labor activist Kim Moody argues that the city's business elite has tilted the political structure toward an agenda that puts real estate development ahead of human needs. The result is a new Gilded Age in America's first city, overseen by the nation's first billionaire mayor.