State Space and Unobserved Component Models: Theory and Applications - Andrew Harvey - Books - Cambridge University Press - 9780521835954 - June 10, 2004
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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

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.

394 pages, 24 tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 10, 2004
ISBN13 9780521835954
Publishers Cambridge University Press
Pages 394
Dimensions 179 × 254 × 30 mm   ·   935 g
Editor Harvey, Andrew (University of Cambridge)
Editor Koopman, Siem Jan (Vrije Universiteit, Amsterdam)
Editor Shephard, Neil (University of Oxford)
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