Time Series Modelling With Unobserved Components

This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.

• | Author: Matteo M. Pelagatti
• | Publisher: Routledge
• | Publication Date: Jun 30, 2021
• | Number of Pages: 276 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 1032098430
• | ISBN-13: 9781032098432