State Space and Unobserved Component Models : Theory and Applications

Language: English

Published by Cambridge University Press, 2012

1107407435 / 9781107407435

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - This 2004 volume offers a broad overview of 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. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.

Seller Inventory # 9781107407435

Title
State Space and Unobserved Component Models : Theory and Applications
Author
Neil Shephard
Publisher
Cambridge University Press
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1107407435
ISBN 13
9781107407435
Item weight
685 grams
Dimensions
244x170x22 mm

AHA-BUCH GmbH

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