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State Space and Unobserved Component Models: Theory and Applications Andrew Harvey
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State Space and Unobserved Component Models: Theory and Applications
Andrew Harvey
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.
398 pages, black & white illustrations
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2012. gada 13. septembris |
| ISBN13 | 9781107407435 |
| Izdevēji | Cambridge University Press |
| Lapas | 398 |
| Izmēri | 171 × 244 × 24 mm · 690 g |
| Valoda | Angļu |
| Redaktors | Harvey, Andrew (University of Cambridge) |
| Redaktors | Koopman, Siem Jan (Vrije Universiteit, Amsterdam) |
| Redaktors | Shephard, Neil (University of Oxford) |
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