State Space and Unobserved Component Models

. Ed(s): Harvey, Andrew; Koopman, Siem Jan; Shephard, Neil

ISBN 10: 1107407435 / ISBN 13: 9781107407435

Published by Cambridge University Press, 2012

About this Item

A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004. Editor(s): Harvey, Andrew; Koopman, Siem Jan; Shephard, Neil. Num Pages: 398 pages, black & white illustrations. BIC Classification: KCH; KCHS. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 21. Weight in Grams: 630. . 2012. Paperback. . . . . Books ship from the US and Ireland.

Seller Inventory # V9781107407435

Bibliographic Details

• Title: State Space and Unobserved Component Models
• Publisher: Cambridge University Press
• Publication Date: 2012
• Language: English
• ISBN 10: 1107407435
• ISBN 13: 9781107407435
• Binding: Soft cover
• Condition: New

About this title

Synopsis

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.

Book Description

This volume offers a broad overview of the state-of-the-art developments in the theory and applications of state space modeling. With fourteen chapters from twenty three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. Offering a useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of this discipline.