State Space Modeling of Time Series

• 1 January 1987
• book
• Published by Springer Nature
• https://doi.org/10.1007/978-3-642-96985-0

Abstract

Keywords

• INSTRUMENTAL VARIABLES
• INSTRUMENTALVARIABLEN
• TIME SERIES
• ZEITREIHE
• ALGORITHMS
• DYNAMIC PROGRAMMING
• FORECASTING
• INFORMATION
• INNOVATION
• MODELING
• OPTIMIZATION
• RATING
• REGRESSION
• VALUE-AT-RISK