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...

Descripció completa

Dades bibliogràfiques

Autors principals:	Kunitomo, Naoto (Autor), Sato, Seisho (Autor)
Autor corporatiu:	SpringerLink (Online service)
Format:	Electrònic eBook
Idioma:	anglès
Publicat:	Singapore : Springer Nature Singapore : Imprint: Springer, 2025.
Edició:	1st ed. 2025.
Col·lecció:	JSS Research Series in Statistics,
Matèries:	Statistics . Quantitative research. Time-series analysis. Applied Statistics. Statistical Theory and Methods. Data Analysis and Big Data. Time Series Analysis.
Accés en línia:	https://doi.org/10.1007/978-981-96-0882-9
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!