State Space and Unobserved Component Models: Theory and Applications

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

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.

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Alle detaljer

Forlag Cambridge University Press
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 13-09-2012
Første udgivelsesår 2012
Fagredaktør Andrew (University of Cambridge) Harvey, Siem Jan (Vrije Universiteit Koopman, Neil (University of Oxford) Shephard
Originalsprog United Kingdom
Sideantal 398
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 398 pages
Mål 241 x 170 x 25
ISBN-13 / EAN-13 9781107407435