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State Space and Unobserved Component Models: Theory and Applications Andrew Harvey
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State Space and Unobserved Component Models: Theory and Applications
Andrew Harvey
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.
398 pages, black & white illustrations
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 13. septembra 2012 |
| ISBN13 | 9781107407435 |
| Založniki | Cambridge University Press |
| Strani | 398 |
| Dimenzije | 171 × 244 × 24 mm · 690 g |
| Jezik | Angleščina |
| Urednik | Harvey, Andrew (University of Cambridge) |
| Urednik | Koopman, Siem Jan (Vrije Universiteit, Amsterdam) |
| Urednik | Shephard, Neil (University of Oxford) |
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