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State Space and Unobserved Component Models: Theory and Applications
Harvey, Andrew (Author)
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Cambridge University Press
· Paperback
State Space and Unobserved Component Models: Theory and Applications - Harvey, Andrew
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Synopsis "State Space and Unobserved Component Models: Theory and Applications"
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.
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The book is written in English.
The binding of this edition is Paperback.
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