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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 17 de septiembre de 1998 |
| ISBN13 | 9783790811322 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 317 |
| Dimensiones | 155 × 235 × 17 mm · 471 g |
| Lengua | Inglés |