State Space and Unobserved Component Models 1
bokomslag State Space and Unobserved Component Models
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State Space and Unobserved Component Models

Andrew Harvey • Siem Jan Koopman • Neil Shephard • Andrew Harvey • Siem Jan Koopman

Pocket

869:-

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Andra format:

  • 398 sidor
  • 2012
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.
  • Författare: Andrew Harvey, Siem Jan Koopman, Neil Shephard, Andrew Harvey, Siem Jan Koopman
  • Format: Pocket/Paperback
  • ISBN: 9781107407435
  • Språk: Engelska
  • Antal sidor: 398
  • Utgivningsdatum: 2012-09-13
  • Förlag: Cambridge University Press

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