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State-Space Models

State-Space Models

Applications in Economics and Finance

State-Space Models( )
Editor: Zeng, Yong
Wu, Shu
Series title:Statistics and Econometrics for Finance Ser.
Publication Date:Aug 2013
Book Format:Hardback
List Price:USD $129.00
Book Description:

This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or discrete-time state processes.

Book Details
Detailed Subjects: Science / System Theory
Business & Economics / Econometrics
Business & Economics / Finance / General
Physical Dimensions (W X L X H):6.045 x 9.165 Inches
Book Weight:1.582 Pounds

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