عنوان

Applications of computer aided time series modeling /

0387947515 (New York : softcover : acid-free paper)

9780387947518 (New York : softcover : acid-free paper)

dltt

Applications of computer aided time series modeling /

[Book]

Masanao Aoki, Arthur M. Havenner, editors.

New York :

Springer,

c1997.

vi, 335 p. :

ill. ;

24 cm.

Lecture notes in statistics ;

119

Includes bibliographical references.

Pt. I. Introduction to State Space Modeling. 1. The SSATS algorithm and subspace methods / Masanao Aoki. 2. A guide to state space modeling of multiple time series / Arthur M. Havenner -- Pt. II. Applications of State Space Algorithm. 1. Evaluating state space forecasts of soybean complex prices / Derek Berwald and Arthur M. Havenner. 2. A state space model of monthly US wheat prices / Channing Arndt and Kenneth Foster. 3. Managing the heard: price forecasts for California cattle production / Lorraine Egan and Arthur Havenner. 4. Labor market and cyclical fluctuations / Riccardo Fiorito. 5. Modeling cointegrated processes by a vector-valued state space algorithm / Ralf Ostermark. 6. A method for identification of combined deterministic stochastic systems / David Di Ruscio. 7. Competing exchange rate models / Jeffrey H. Dorfman. 8. Application of state-space models to ocean climate varibility in the Northeast Pacific ocean / Roy Mendelssohn and Franklin B. Schwing.

0

Applications of computer aided time series modeling.

Time-series analysis-- Data processing.

Aoki, Masanao.

Havenner, Arthur.

20140218104922.0

[Book]

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