Skip to main content alibris logo

State Space and Unobserved Component Models: Theory and Applications

by , ,

Write The First Customer Review
State Space and Unobserved Component Models: Theory and Applications - Harvey, Andrew (Editor), and Koopman, Siem Jan (Editor), and Shephard, Neil (Editor)
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency

This 2004 volume offers a broad overview of 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. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those ...

loading
State Space and Unobserved Component Models: Theory and Applications 2012, Cambridge University Press, Cambridge

ISBN-13: 9781107407435

Trade paperback

State Space and Unobserved Component Models: Theory and Applications 2004, Cambridge University Press, Cambridge

ISBN-13: 9780521835954

Hardcover