State Space and Unobserved Component Models: Theory and Applications
Andrew Harvey, Siem Jan Koopman, Neil Shephard
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.
साल:
2004
प्रकाशन:
Cambridge University Press
भाषा:
english
पृष्ठ:
394
ISBN 10:
052183595X
ISBN 13:
9780521835954
फ़ाइल:
PDF, 4.91 MB
IPFS:
,
english, 2004