Book review of: J. Casals et al., State-space methods for time series analysis. Theory, applications and software
DOI10.1007/S00362-017-0906-8zbMath1369.00080OpenAlexW2606558071MaRDI QIDQ2359177
Martin Wagner, Lukas Matuschek, Patrick de Matos Ribeiro
Publication date: 27 June 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0906-8
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) External book reviews (00A17)
Cites Work
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