|
" Applications of computer aided time series modeling / "
Masanao Aoki, Arthur M. Havenner, editors.
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
655823
|
| Doc. No
|
:
|
dltt
|
| Title & Author
|
:
|
Applications of computer aided time series modeling /\ Masanao Aoki, Arthur M. Havenner, editors.
|
| Publication Statement
|
:
|
New York :: Springer,, c1997.
|
| Series Statement
|
:
|
Lecture notes in statistics ;; 119
|
| Page. NO
|
:
|
vi, 335 p. :: ill. ;; 24 cm.
|
| ISBN
|
:
|
0387947515 (New York : softcover : acid-free paper)
|
|
|
:
|
: 9780387947518 (New York : softcover : acid-free paper)
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references.
|
| Contents
|
:
|
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.
|
| Subject
|
:
|
Time-series analysis-- Data processing.
|
| LC Classification
|
:
|
QA280.A63 1997
|
| Added Entry
|
:
|
Aoki, Masanao.
|
|
|
:
|
Havenner, Arthur.
|
| |