State Space and Unobserved Component Models
Andrew Harvey • Siem Jan Koopman • Neil Shephard • Andrew Harvey • Siem Jan Koopman
Inbunden
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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.
- Format: Inbunden
- ISBN: 9780521835954
- Språk: Engelska
- Antal sidor: 394
- Utgivningsdatum: 2004-06-10
- Förlag: Cambridge University Press