Posted by **libr** at Oct. 1, 2014

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.

Posted by **interes** at June 24, 2014

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.

Posted by **nebulae** at Aug. 20, 2013

English | ISBN: 1461477883 | 2013 | 380 pages | PDF | 5 MB

Posted by **Jeembo** at April 25, 2017

English | 1988 | ISBN: 3540500820 | 283 Pages | PDF | 19.5 MB

The book is written for scientists, practicing engineers and students interested in the analysis of system dynamics.

Posted by **krez76** at Feb. 17, 2010

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.

Posted by **arundhati** at April 6, 2017

2017 | ISBN-10: 3319528653 | 310 pages | PDF | 13 MB

Posted by **readerXXI** at Nov. 21, 2016

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.

Posted by **ChrisRedfield** at Oct. 25, 2016

Published: 1990-08-01 | ISBN: 3540528709, 0387528709 | PDF | 323 pages | 11.13 MB

Posted by **Underaglassmoon** at May 15, 2016

Springer | Statistics | June 10, 2016 | ISBN-10: 331928598X | 541 pages | pdf | 4.82 mb

Authors: Gómez, Víctor

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

Posted by **AvaxGenius** at April 25, 2017

English | PDF | 2017 | 567 Pages | ISBN : 3319524518 | 16.84 MB

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty.