Time Series Modelling with Unobserved Components
Author:   Matteo M. Pelagatti (University of Milan-Bicocca, Italy)
Publisher:   Taylor & Francis Inc
ISBN:  

9781482225006


Pages:   275
Publication Date:   28 July 2015
Format:   Hardback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Time Series Modelling with Unobserved Components


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Author:   Matteo M. Pelagatti (University of Milan-Bicocca, Italy)
Publisher:   Taylor & Francis Inc
Imprint:   Chapman & Hall/CRC
Dimensions:   Width: 15.60cm , Height: 1.80cm , Length: 23.40cm
Weight:   0.521kg
ISBN:  

9781482225006


ISBN 10:   148222500
Pages:   275
Publication Date:   28 July 2015
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Overall, this is a unique book on time series analysis in that it covers substantial amount of material lucidly and succinctly without much fluff in less than 260 pages and achieves its five stated goals. I enjoyed reading the book, and I believe it is an excellent reference book for UCM and related software packages, time series analysis, and study of business cycles. It can also be used as a companion for teaching time series analysis along with a standard time series text. -Journal of Time Series Analysis, 2016


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Matteo M. Pelagatti

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