Description
- ISBN-10: 148221959X
- ISBN-13: 978-1482219593
- Edition: 1st
- Publisher: Chapman and Hall/CRC
- Publication date: 23 March 2016
- Part of series: ISSN
- Language: English
- Dimensions: 16.51 x 1.91 x 23.5 cm
- Print length: 298 pages
Original price was: ₹11,950.00.₹9,560.00Current price is: ₹9,560.00.
Unlock the power of state-space modeling for time series analysis with this comprehensive guide. “State-Space Methods for Time Series Analysis: Theory, Applications and Software” offers a formal framework to seamlessly apply advanced techniques to standard time series formulations. Explore the flexibility of state-space representation, mastering essential algorithms like filtering and smoothing. Discover how to compute Gaussian likelihood, implement subspace methods, and tackle signal extraction. This essential resource also addresses time series aggregation, disaggregation, and the crucial handling of missing data in longitudinal and panel data through imputation procedures. Enhance your analytical toolkit with the accompanying E4 MATLAB® toolbox for practical replication and application.
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