State Space Models With Regime Switching,

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

Posted by libr at Oct. 1, 2014
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)  eBooks & eLearning

Posted by interes at June 24, 2014
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  eBooks & eLearning

Posted by nebulae at Aug. 20, 2013
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

State-Space Models of Lumped and Distributed Systems  eBooks & eLearning

Posted by Jeembo at April 25, 2017
State-Space Models of Lumped and Distributed Systems

State-Space Models of Lumped and Distributed Systems by Vojislav Kecman
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.

Applications of State Space Models in Finance  eBooks & eLearning

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.

State-Space Approaches for Modelling and Control in Financial Engineering  eBooks & eLearning

Posted by arundhati at April 6, 2017
State-Space Approaches for Modelling and Control in Financial Engineering

Gerasimos G. Rigatos, "State-Space Approaches for Modelling and Control in Financial Engineering: Systems theory and machine learning methods"
2017 | ISBN-10: 3319528653 | 310 pages | PDF | 13 MB

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.

State Space Modeling of Time Series (2nd edition)  eBooks & eLearning

Posted by ChrisRedfield at Oct. 25, 2016
State Space Modeling of Time Series (2nd edition)

Masanao Aoki - State Space Modeling of Time Series (2nd edition)
Published: 1990-08-01 | ISBN: 3540528709, 0387528709 | PDF | 323 pages | 11.13 MB

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

State Space Consistency and Differentiability (Repost)  eBooks & eLearning

Posted by step778 at June 9, 2017
State Space Consistency and Differentiability (Repost)

Demetrios Serakos, "State Space Consistency and Differentiability"
2014 | pages: 79 | ISBN: 3319144685 | PDF | 0,9 mb