| 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: 052183595X ISBN-13: 9780521835954 Publisher: Cambridge University Press OUR PRICE: $96.90 Product Type: Hardcover - Other Formats Published: July 2004 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics |
| Dewey: 003 |
| LCCN: 2003063508 |
| Physical Information: 1.13" H x 6.88" W x 10.08" (2.06 lbs) 394 pages |