State space and unobserved component models: theory and applications
Éditeur :
Cambridge University Press
ISBN :
9781107407435
Date de publication :
13 sept. 2012
Dimensions :
24,1 x 17,0 x 2,5 cm
Poids :
630 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.