The Resource Applications of computer aided time series modeling, Masanao Aoki, Arthur M. Havenner, editors

Applications of computer aided time series modeling, Masanao Aoki, Arthur M. Havenner, editors

Label
Applications of computer aided time series modeling
Title
Applications of computer aided time series modeling
Statement of responsibility
Masanao Aoki, Arthur M. Havenner, editors
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
Illustrations
illustrations
Index
no index present
LC call number
QA280
LC item number
.A63 1997
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Aoki, Masanao
  • Havenner, Arthur
Series statement
Lecture notes in statistics
Series volume
119
http://library.link/vocab/subjectName
  • Time-series analysis
  • Série chronologique
  • Méthodes statistiques
  • Séries temporelles
  • Time-series analysis
  • Tijdreeksen
  • Computermethoden
  • Séries chronologiques
  • Aufsatzsammlung
  • Modellierung
  • Zeitreihe
Label
Applications of computer aided time series modeling, Masanao Aoki, Arthur M. Havenner, editors
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
24 cm.
Extent
vi, 335 pages
Isbn
9780387947518
Lccn
96038868
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)35593683
  • (OCoLC)ocm35593683
Label
Applications of computer aided time series modeling, Masanao Aoki, Arthur M. Havenner, editors
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
24 cm.
Extent
vi, 335 pages
Isbn
9780387947518
Lccn
96038868
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)35593683
  • (OCoLC)ocm35593683

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