Martin Moryson
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

Name: Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics
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Author: Martin Moryson

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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

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

Media	Bøker Pocketbok (Bok med mykt omslag og limt rygg)
Utgitt	17. september 1998
ISBN13	9783790811322
Utgivere	Springer-Verlag Berlin and Heidelberg Gm
Antall sider	317
Mål	155 × 235 × 17 mm · 471 g
Språk	Engelsk