| State Space and Unobserved Component Models: Theory and Applications Contributor(s): Harvey, Andrew (Editor), Koopman, Siem Jan (Editor), Shephard, Neil (Editor) |
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ISBN: 1107407435 ISBN-13: 9781107407435 Publisher: Cambridge University Press OUR PRICE: $59.84 Product Type: Paperback - Other Formats Published: September 2012 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Science | System Theory |
| Dewey: 003 |
| Physical Information: 1" H x 6.7" W x 9.5" (1.45 lbs) 398 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |