Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics - Martin Moryson - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783790811322 - September 17, 1998
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Martin Moryson
Testing for Random Walk Coefficients in Regression and State Space Models - Contributions to Statistics Softcover reprint of the original 1st ed. 1998 edition

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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 Books     Paperback Book   (Book with soft cover and glued back)
Released September 17, 1998
ISBN13 9783790811322
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 317
Dimensions 155 × 235 × 17 mm   ·   471 g
Language English  

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