- Paperback: 572 pages
- Publisher: Cambridge University Press; Reprint edition (April 26, 1991)
- Language: English
- ISBN-10: 0521405734
- ISBN-13: 978-0521405737
- Product Dimensions: 6 x 1.3 x 9 inches
- Shipping Weight: 2.1 pounds (View shipping rates and policies)
- Average Customer Review: 4.5 out of 5 stars See all reviews (4 customer reviews)
- Amazon Best Sellers Rank: #881,578 in Books (See Top 100 in Books)
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Forecasting, Structural Time Series Models and the Kalman Filter Reprint Edition
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"A well-written book by an author who has made numerous important contributions to the literature of forecasting, time series, and Kalman filters. It is a practical book in the sense that it not only discusses the definitions, interpretations, and analyses of structural time series models, but also illustrates the techniques." Choice
"It is difficult to compare this well-written, practical book to other books on time series because it is unique and unconventional in its approach to the subject....It accomplishes the difficult task of making the subject accessible to students and practitioners having relatively modest preparation in mathematics and statistics. I recommend it for acquisition by any undergraduate/graduate sciences or mathematics library, and it would be an excellent choice for a wide variety of classroom uses." John E. Angus, Technometrics
A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoretical and applied concepts in modeling economic and social time series.
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Top Customer Reviews
The only negative thing I can say about it is that he introduces a lot of notation that builds on previous notation and it's not always easy to figure out where they first use a notation if you somehow missed or skipped that section. Other than that, he has good proofs, yet also a great writing style and good examples that they revisit through the book.