عنوان

Applications of computer aided time series modeling /

(Number (ISBN

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

(Number (ISBN

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

Number

dltt

Title Proper

Applications of computer aided time series modeling /

General Material Designation

[Book]

First Statement of Responsibility

Masanao Aoki, Arthur M. Havenner, editors.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Springer,

Date of Publication, Distribution, etc.

c1997.

Specific Material Designation and Extent of Item

vi, 335 p. :

Other Physical Details

ill. ;

Dimensions

24 cm.

Series Title

Lecture notes in statistics ;

Volume Designation

119

Text of Note

Includes bibliographical references.

Text of Note

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

Title

Applications of computer aided time series modeling.

Time-series analysis-- Data processing.

Class number

Book number

Aoki, Masanao.

Havenner, Arthur.

Date of Transaction

20140218104922.0

Electronic name

[Book]

Y