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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:978-1-4614-7789-1
Publication Date:Aug 2013
Publisher:Springer
Book Format:Ebook
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.



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