The SIML Filtering Method for Noisy Non-stationary Economic Time Series

In this book, we explain the development of a new filtering method to estimate the hidden states of random variables for multiple non-stationary time series data. This method is particularly helpful in analyzing small-sample non-stationary macro-economic time series. The method is based on the frequ...

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Detaylı Bibliyografya

Asıl Yazarlar:	Kunitomo, Naoto (Yazar), Sato, Seisho (Yazar)
Müşterek Yazar:	SpringerLink (Online service)
Materyal Türü:	Elektronik Ekitap
Dil:	İngilizce
Baskı/Yayın Bilgisi:	Singapore : Springer Nature Singapore : Imprint: Springer, 2025.
Edisyon:	1st ed. 2025.
Seri Bilgileri:	JSS Research Series in Statistics,
Konular:	Statistics . Quantitative research. Time-series analysis. Applied Statistics. Statistical Theory and Methods. Data Analysis and Big Data. Time Series Analysis.
Online Erişim:	https://doi.org/10.1007/978-981-96-0882-9
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