Mendeley出力
＜図書＞
Introduction to time series modeling
| 責任表示 | Genshiro Kitagawa |
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| シリーズ | Monographs on statistics and applied probability ; 114 |
| データ種別 | 図書 |
| 出版情報 | Boca Raton : Chapman & Hall/CRC , c2010 |
| 本文言語 | 英語 |
| 大きさ | xxiii, 289 p. : ill. ; 25 cm |
| 概要 | Kitagawa (Institute of Statistical Mathematics, Japan) illustrates the use of the state space model as a generic tool for time series modeling. It includes three types of recursive filtering and smoot...ing methods--the Kalman filter, the non-Gaussian filter, and the sequential Monte Carlo filter--as tools for state space models. General topics include an introduction and preparatory analysis, the covariance function, statistical modeling, estimation of trends, the seasonal adjustment model, and simulations. This text is the translation of a book originally published in Japan in 2005 by Iwanami Publishing Company. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hardcover | 理系図3F 数理独自 | KITA/7/2 | 2010 |
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033212010001004 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 277-283) and index |
|---|---|
| 著者標目 | *北川, 源四郎(1948-) <キタガワ, ゲンシロウ> |
| 件 名 | LCSH:State-space methods LCSH:Time-series analysis |
| 分 類 | LCC:QA402 DC22:519.5/5 |
| 書誌ID | 1001421665 |
| ISBN | 9781584889212 |
| NCID | BB02033023 |
| 巻冊次 | : hardcover ; ISBN:9781584889212 |
| 登録日 | 2010.05.28 |
| 更新日 | 2010.05.28 |