Synopsis
A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.
"synopsis" may belong to another edition of this title.
Review
Review of the hardback: 'There is much in this book, and I would heartily recommend it to specialists and librarians. I know of no other comparable text.' Journal of the Royal Statistical Society
Book Description
This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component models, important in a wide range of subjects, including economics, finance, medicine and engineering.
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State Space and Unobserved Component Models: Theory and Applications
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State Space and Unobserved Component Models: Theory and Applications
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Condition: New. 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. . . . . Seller Inventory # V9781107407435
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State Space and Unobserved Component Models
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State Space and Unobserved Component Models
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