STATE SPACE REPRESENTATION OF ECONOMIC TIME SERIES - 6 Angebote vergleichen
| Preise | 2013 | 2014 | 2015 | 2023 |
|---|---|---|---|---|
| Schnitt | € 41,60 | € 38,95 | € 46,97 | € 46,22 |
| Nachfrage |
1
STATE SPACE REPRESENTATION OF ECONOMIC TIME SERIES
DE PB NWISBN: 9783639188486 bzw. 3639188489, in Deutsch, Vdm Verlag Dr. Müller, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
Cointegration relationships or common trends detection has been undertaken mainly by VARMA representation of stochastic processes, while the specialized literature has paid less attention to the state-space modeling, although it presents computationals and analytical advantages that justify its study. This paper will focus on the state-space analysis of nonstationarity series. The justification of the method and its algorithms will be exposed and an alternative approach to the classical Johansen or Beveridge and Nelson methods is proposed.2009. 172 S.Versandfertig in 6-10 Tagen, Softcover.
buecher.de GmbH & Co. KG, [1].
Cointegration relationships or common trends detection has been undertaken mainly by VARMA representation of stochastic processes, while the specialized literature has paid less attention to the state-space modeling, although it presents computationals and analytical advantages that justify its study. This paper will focus on the state-space analysis of nonstationarity series. The justification of the method and its algorithms will be exposed and an alternative approach to the classical Johansen or Beveridge and Nelson methods is proposed.2009. 172 S.Versandfertig in 6-10 Tagen, Softcover.
2
STATE SPACE REPRESENTATION OF ECONOMIC TIME SERIES
DE PB NWISBN: 9783639188486 bzw. 3639188489, in Deutsch, Vdm Verlag Dr. Müller, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
Cointegration relationships or common trends detection has been undertaken mainly by VARMA representation of stochastic processes, while the specialized literature has paid less attention to the state-space modeling, although it presents computationals and analytical advantages that justify its study. This paper will focus on the state-space analysis of nonstationarity series. The justification of the method and its algorithms will be exposed and an alternative approach to the classical Johansen or Beveridge and Nelson methods is proposed.2009. 172 S.Versandfertig in 6-10 Tagen, Softcover.
buecher.de GmbH & Co. KG, [1].
Cointegration relationships or common trends detection has been undertaken mainly by VARMA representation of stochastic processes, while the specialized literature has paid less attention to the state-space modeling, although it presents computationals and analytical advantages that justify its study. This paper will focus on the state-space analysis of nonstationarity series. The justification of the method and its algorithms will be exposed and an alternative approach to the classical Johansen or Beveridge and Nelson methods is proposed.2009. 172 S.Versandfertig in 6-10 Tagen, Softcover.
3
STATE SPACE REPRESENTATION OF ECONOMIC TIME SERIES: State-Space Modeling (2009)
EN PB NWISBN: 9783639188486 bzw. 3639188489, in Englisch, 172 Seiten, VDM Verlag, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours.
Von Händler/Antiquariat, Amazon.com.
Cointegration relationships or common trends detection has been undertaken mainly by VARMA representation of stochastic processes, while the specialized literature has paid less attention to the state-space modeling, although it presents computationals and analytical advantages that justify its study. This paper will focus on the state-space analysis of nonstationarity series. The justification of the method and its algorithms will be exposed and an alternative approach to the classical Johansen or Beveridge and Nelson methods is proposed. Paperback, Label: VDM Verlag, VDM Verlag, Produktgruppe: Book, Publiziert: 2009-08-12, Studio: VDM Verlag, Verkaufsrang: 9056529.
Von Händler/Antiquariat, Amazon.com.
Cointegration relationships or common trends detection has been undertaken mainly by VARMA representation of stochastic processes, while the specialized literature has paid less attention to the state-space modeling, although it presents computationals and analytical advantages that justify its study. This paper will focus on the state-space analysis of nonstationarity series. The justification of the method and its algorithms will be exposed and an alternative approach to the classical Johansen or Beveridge and Nelson methods is proposed. Paperback, Label: VDM Verlag, VDM Verlag, Produktgruppe: Book, Publiziert: 2009-08-12, Studio: VDM Verlag, Verkaufsrang: 9056529.
4
Symbolbild
STATE SPACE REPRESENTATION OF ECONOMIC TIME SERIES: State-Space Modeling (2009)
DE PB NW RPISBN: 9783639188486 bzw. 3639188489, in Deutsch, VDM Verlag, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, English-Book-Service - A Fine Choice [1048135], Waldshut-Tiengen, Germany.
This item is printed on demand for shipment within 3 working days.
This item is printed on demand for shipment within 3 working days.
5
STATE SPACE REPRESENTATION OF ECONOMIC TIME SERIES
DE NWISBN: 9783639188486 bzw. 3639188489, in Deutsch, VDM Verlag Dr. Müller, Saarbrücken, Deutschland, neu.
Lieferung aus: Deutschland, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
STATE SPACE REPRESENTATION OF ECONOMIC TIME SERIES
~EN NWISBN: 9783639188486 bzw. 3639188489, vermutlich in Englisch, VDM Verlag Dr. Müller, neu.
Lieferung aus: Deutschland, Versandfertig in 6-10 Tagen, Versandkostenfrei innerhalb von Deutschland.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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