State Space and Unobserved Component Mod
โ Andrew Harvey, Siem Jan Koopman, Neil Shephard
๐ Library
๐
2004
๐ English
โฆ LIBER โฆ
๐
State Space and Unobserved Component Models: Theory and Applications
โ Scribed by Andrew Harvey, Siem Jan Koopman, Neil Shephard
- Publisher
- Cambridge University Press
- Year
- 2004
- Tongue
- English
- Leaves
- 394
- Category
- Library
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โฆ Synopsis
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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