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

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.

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

An Introduction to State Space Time Series Analysis (Practical Econometrics)(Repost)  eBooks & eLearning

Posted by Nice_smile) at Jan. 13, 2017
An Introduction to State Space Time Series Analysis (Practical Econometrics)(Repost)

An Introduction to State Space Time Series Analysis (Practical Econometrics) by Jacques J.F. Commandeur
English | 2007 | ISBN: 0199228876 | 240 Pages | PDF | 1.05 MB

Multi-State Survival Models for Interval-Censored Data  eBooks & eLearning

Posted by arundhati at Dec. 30, 2016
Multi-State Survival Models for Interval-Censored Data

Ardo van den Hout, "Multi-State Survival Models for Interval-Censored Data"
2016 | ISBN-10: 1466568402 | 256 pages | PDF | 2 MB

Modeling and Control in Air-conditioning Systems  eBooks & eLearning

Posted by roxul at Nov. 29, 2016
Modeling and Control in Air-conditioning Systems

Ye Yao, "Modeling and Control in Air-conditioning Systems"
English | ISBN: 3662533111 | 2016 | 479 pages | PDF | 21 MB