State Space and Unobserved Component Models: Theory and Applications

Harvey, Andrew [Editor]; Koopman, Siem Jan [Editor]; Shephard, Neil [Editor];

ISBN 10: 052183595X / ISBN 13: 9780521835954

Published by Cambridge University Press, 2004

About this Item

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Seller Inventory # Q-052183595X

Bibliographic Details

• Title: State Space and Unobserved Component Models: Theory and Applications
• Publisher: Cambridge University Press
• Publication Date: 2004
• Language: English
• ISBN 10: 052183595X
• ISBN 13: 9780521835954
• Binding: Hardcover
• Condition: New
• Weight: 34 ounces

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.