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 ...
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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 unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.
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Add this copy of State Space and Unobserved Component Models: Theory and to cart. $29.96, very good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by Cambridge University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 800grams, ISBN: 9781107407435.
Add this copy of State Space and Unobserved Component Models: Theory and to cart. $68.22, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2004 by Cambridge University Press.
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Add this copy of State Space and Unobserved Component Models: Theory and to cart. $94.45, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2012 by Cambridge University Press.