State Space and Unobserved Component Models
Theory and Applications
Inbunden, Engelska, 2004
AvAndrew (University of Cambridge) Harvey,Amsterdam) Koopman, Siem Jan (Vrije Universiteit,Neil (University of Oxford) Shephard
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This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component models, important in a wide range of subjects, including economics, finance, medicine and engineering.
Produktinformation
- Utgivningsdatum2004-06-10
- Mått179 x 254 x 30 mm
- Vikt935 g
- FormatInbunden
- SpråkEngelska
- Antal sidor394
- FörlagCambridge University Press
- ISBN9780521835954