结果:找到“Structural time series models”相关内容8个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Structural break estimation for nonstationary time series models
4 个回复 - 1152 次查看 【作者(必填)】 Davis, R. A., Lee, T. C. M. and Rodriguez-Yam, G. A. 【文题(必填)】 Structural break estimation for nonstationary time series models 【年份(必填)】 2006 【全文链接或数据库名称(选填 ...2015-12-13 11:42 - mico123 - 求助成功区
Forecasting, structural time series models and the Kalman filter
19 个回复 - 6358 次查看 这是迄今为止关于卡尔曼滤波和结构时间序列最详细的专著,本人在淘宝上花几十块钱购买的,还是比较清晰,打印出来更没问题。本人第一次发帖,挣点小论坛币,望诸位同仁理解!2014-9-20 20:33 - dynare - 宏观经济学
Forecasting structural time series models and kalman filter
1 个回复 - 1015 次查看 【作者(必填)】A.Harvey 【文题(必填)】Forecasting structural time series models and kalmen filter 【年份(必填)】1989或其他 【全文链接或数据库名称(选填)】2016-2-1 17:08 - zhengzhizhu - 求助成功区
Testing for Smooth Structural Changes in Time Series Models
1 个回复 - 876 次查看 【作者(必填)】Bin Chen, Yongmiao Hong 【文题(必填)】Testing for smooth structural changes in time series models via nonparametric regression 【年份(必填)】2012 【全文链接或数据库名称(选填)】h ...2013-4-3 12:57 - xuqiuhua - 求助成功区
forcasting Structural Time Series Models and the Kalman Filter
1 个回复 - 1103 次查看 请问哪位同学可以分享一下这本书Forecasting, Structural Time Series Models and the Kalman Filter Andrew C. Harvey (Author) 谢谢。2013-7-30 13:27 - fwang13 - 计量经济学与统计软件
求书:Harvey, Forecasting, Structural Time Series Models,
2 个回复 - 3352 次查看 求书:Harvey, A.C. (1989). Forecasting, Structural Time Series Models, and the Kalman filter.2010-5-5 12:22 - liuhztang - 计量经济学与统计软件