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State-Space Models

Applications in Economics and Finance

State-Space Models( )
Editor: Zeng, Yong
Wu, Shu
Series title:Statistics and Econometrics for Finance Ser.
ISBN:978-1-4614-7788-4
Publication Date:Aug 2013
Publisher:Springer
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
Pages:347
Detailed Subjects: Business & Economics / Finance / General
Business & Economics / Econometrics
Science / System Theory
Physical Dimensions (W X L X H):6.045 x 9.165 Inches
Book Weight:1.582 Pounds

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