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(Ebook) State Space and Unobserved Component Models: Theory and Applications by Harvey A., Koopman S.J., Shephard N. (eds.) ISBN 9780521835954, 052183595X

  • SKU: EBN-2602010
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Authors:Harvey A., Koopman S.J., Shephard N. (eds.)
Pages:394 pages.
Year:2004
Editon:draft
Publisher:CUP
Language:english
File Size:4.91 MB
Format:pdf
ISBNS:9780521835954, 052183595X
Categories: Ebooks

Product desciption

(Ebook) State Space and Unobserved Component Models: Theory and Applications by Harvey A., Koopman S.J., Shephard N. (eds.) ISBN 9780521835954, 052183595X

Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They include economics, finance, environmental science, medicine and engineering. A useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of the discipline.
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