| 000 | 03087nam a22004695i 4500 | ||
|---|---|---|---|
| 001 | 978-1-4614-4738-2 | ||
| 003 | DE-He213 | ||
| 005 | 20140220083250.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 120723s2012 xxu| s |||| 0|eng d | ||
| 020 |
_a9781461447382 _9978-1-4614-4738-2 |
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| 024 | 7 |
_a10.1007/978-1-4614-4738-2 _2doi |
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| 050 | 4 | _aQA276-280 | |
| 072 | 7 |
_aPBT _2bicssc |
|
| 072 | 7 |
_aMAT029000 _2bisacsh |
|
| 082 | 0 | 4 |
_a519.5 _223 |
| 100 | 1 |
_aPizzinga, Adrian. _eauthor. |
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| 245 | 1 | 0 |
_aRestricted Kalman Filtering _h[electronic resource] : _bTheory, Methods, and Application / _cby Adrian Pizzinga. |
| 264 | 1 |
_aNew York, NY : _bSpringer New York : _bImprint: Springer, _c2012. |
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| 300 |
_aX, 62 p. 9 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aSpringerBriefs in Statistics, _x2191-544X ; _v12 |
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| 505 | 0 | _aIntroduction -- Linear state space models and the Kalman filtering: a briefing -- Restricted Kalman filtering: theoretical issues -- Restricted Kalman filtering: methodological issues -- Applications -- Further Extensions. | |
| 520 | _aIn statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variations and other inaccuracies, and produce estimates that tend to be closer to the true unknown values than those that would be based on a single measurement alone. This Brief offers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: new proofs for results already established; new results within the subject; and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Brief has a short chapter on linear state space models and the Kalman filter, aiming to make the book self-contained and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level of Hamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter – each of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers and practitioners in statistics (specifically: time series analysis and econometrics). | ||
| 650 | 0 | _aStatistics. | |
| 650 | 0 | _aMathematical statistics. | |
| 650 | 0 |
_aEconomics _xStatistics. |
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| 650 | 1 | 4 | _aStatistics. |
| 650 | 2 | 4 | _aStatistical Theory and Methods. |
| 650 | 2 | 4 | _aStatistics, general. |
| 650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9781461447375 |
| 830 | 0 |
_aSpringerBriefs in Statistics, _x2191-544X ; _v12 |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-1-4614-4738-2 |
| 912 | _aZDB-2-SMA | ||
| 999 |
_c101514 _d101514 |
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