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Testing for random walk coefficients in regression and state space models

Author: Martin Moryson
Publisher: Heidelberg ; New York : Physica-Verlag, ©1998.
Series: Contributions to statistics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Regression and state space models with time varying coefficients are treated in a thorough manner. State space models are introduced as a means to model time varying regression coefficients. The Kalman filter and smoother recursions are explained in an easy to understand fashion. The main part of the book deals with testing the null hypothesis of constant regression coefficients against the alternative that they  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Moryson, Martin, 1964-
Testing for random walk coefficients in regression and state space models.
Heidelberg ; New York : Physica-Verlag, ©1998
(DLC) 98036670
(OCoLC)39624993
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Martin Moryson
ISBN: 9783642997990 3642997996
OCLC Number: 683204407
Reproduction Notes: Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. MiAaHDL
Description: 1 online resource (xv, 317 pages) : illustrations.
Details: Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Contents: 1. English and the cultural constructs of colonialism 2. The cultural constructs of colonialism 3. Anglicism, Orientalism and colonial language policy 4. Hong Kong: Opium, riots, English and Chinese 5. Images of the Self: our marvellous tongue 6. Images of the Other: China and cultural fixity 7. English, continuity and counterdiscourse.
Series Title: Contributions to statistics.
Responsibility: Martin Moryson.

Abstract:

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  Read more...

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