Pastāsti draugiem par šo preci:
Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics Martin Moryson Softcover reprint of the original 1st ed. 1998 edition
Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics
Martin Moryson
Regression and state space models with time varying coefficients are treated in a thorough manner. Additionally, methods are developed to test for the constancy of regression coefficients in situations where one knows already that some coefficients follow a random walk, thereby one is enabled to find out which of the coefficients varies over time.
336 pages, 72 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1998. gada 17. septembris |
| ISBN13 | 9783790811322 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 317 |
| Izmēri | 155 × 235 × 17 mm · 471 g |
| Valoda | Angļu |