State Space and Unobserved Component Models: Theory and Applications - Softcover

 
9781107407435: State Space and Unobserved Component Models: Theory and Applications

Synopsis

A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.

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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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Other Popular Editions of the Same Title

9780521835954: State Space and Unobserved Component Models: Theory and Applications

Featured Edition

ISBN 10:  052183595X ISBN 13:  9780521835954
Publisher: Cambridge University Press, 2004
Hardcover