The SIML filtering method for noisy non-stationary economic time series

• Material Type: 図書
• ISBN: 9819608813 paperback; 9789819608812 paperback
• ISBN (error code): 9789819608829 electronic book
• ISSN (series): 2191-544X; 2364-0057
• Title: The SIML filtering method for noisy non-stationary economic time series
• Author/Editor: Naoto Kunitomo, Seisho Sato
• Series Title: SpringerBriefs in statistics; JSS research series in statistics
• Title Heading: SpringerBriefs in statistics. JSS research series in statistics
• Author Heading: 国友, 直人, 1950- クニトモ, ナオト, 1950- ( 00151301 )Authorities; 佐藤, 整尚 サトウ, セイショウ ( 00723803 )Authorities
• Publication, Distribution, etc.: Singapore : Springer (出版)
• Publication Date: [2025]
• Publication Date (W3CDTF): 2025
• Extent: x, 118 pages
• Other physical details: illustrations (black and white)
• Size: 24 cm
• Place of Publication (Country Code): SG
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Macroeconomics--Statistical methods; Time-series analysis--Methodology; Economics--Statistical methods; Série chronologique--Méthodologie; Économie politique--Méthodes statistiques; Macroéconomie--Méthodes statistiques
• LCC: HB137
• DDC: 330.0151955
• NDLC: DA49
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references and index
• Collection (particular): 日本関係外国語図書
• Holding library: 国立国会図書館
• Call No.: DA49-D19
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 033888993; http://id.ndl.go.jp/bib/033888993
• OCLC No.: 1482258711; https://www.worldcat.org/oclc/1482258711
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211

• Summary, etc.: "In this book, we explain the development of a new filtering method to estimate the hidden states of random variables for multiple non-stationary time...