Time Series Modelling with Unobserved Components - Pelagatti, Matteo M
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This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.

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Produktbeschreibung
This work focuses on the unobserved components model (UCM) approach rather than general state space modeling. It provides enough theory so that readers understand the underlying mechanisms while keeping the mathematical rigor to a minimum.
Autorenporträt
Matteo M. Pelagatti