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.
Categorías:
Año:
2004
Editorial:
Cambridge University Press
Idioma:
english
Páginas:
394
ISBN 10:
052183595X
ISBN 13:
9780521835954
Archivo:
PDF, 4.91 MB
IPFS:
,
english, 2004