An Introduction to State Space Time Series Analysis
Jacques J.F. Commandeur, Siem Jan Koopman
Language: English
Published by Oxford University Press, GB, 2007
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 141.43
Quantity: Over 20 available
Add to basketItem description from seller
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.…
Seller Inventory # LU-9780199228874
- Title
- An Introduction to State Space Time Series Analysis
- Author
- Jacques J.F. Commandeur, Siem Jan Koopman
- Publisher
- Oxford University Press, GB
- Publication year
- 2007
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0199228876
- ISBN 13
- 9780199228874
- Item weight
- 433 grams
"Synopsis" may belong to another edition of this title.
About the Author
His research interests are Procrustes analysis; Multidimensional scaling; Distance-based multivariate analysis; Statistical analysis of time series; Forecasting. He has published in international journals in psychometrics and chemometrics.
Siem Jan Koopman is Professor of Econometrics at the Free University Amsterdam and the Tinbergen Institute. His Ph.D. is from the London School of Economics (LSE) and he has held positions at the LSE between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow.
His research interests are Statistical analysis of time series; Theoretical and applied time series econometrics; Financial econometrics; Simulation methods; Kalman filtering and smoothing; Forecasting. He has published in many international journals in statistics and econometrics.
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
Shipping rates from United Kingdom to U.S.A.
| Item | 9 to 14 business days | 9 to 14 business days |
|---|---|---|
| First item | £ 0.00 | £ 0.00 |
Payment methods
Seller's business information
RAREWAVES.COM LIMITED
Elsley Court, 20-22 Great Titchfield Street
London, United Kingdom W1W 8BE
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to Rarewaves.com USA, Unit 144 The Lightbox, 111 Power Road, W4 5PY, London, London, United Kingdom, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
Please note that we do not offer Priority shipping to any country.
We currently do not ship to the below countries:
Russia
Belarus
Ukraine
Please do not attempt to place orders with any of these countries as a ship to address - they will be cancelled.