State Space and Unobserved Component Models: Theory and...

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Business & Economics - Mathematical Economics
State Space and Unobserved Component...

State Space and Unobserved Component Models: Theory and Applications

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

Andrew Harvey, Siem Jan Koopman, Neil Shephard

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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.

Категории:

Business & Economics - Mathematical Economics

Година:

2004

Издателство:

Cambridge University Press

Език:

english

Страници:

394

ISBN 10:

052183595X