State Space and Unobserved Component Models: Theory and Applications - Andrew Harvey - Books - Cambridge University Press - 9781107407435 - September 13, 2012
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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.

398 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 13, 2012
ISBN13 9781107407435
Publishers Cambridge University Press
Pages 398
Dimensions 170 × 241 × 25 mm   ·   630 g
Editor Harvey, Andrew (University of Cambridge)
Editor Koopman, Siem Jan (Vrije Universiteit, Amsterdam)
Editor Shephard, Neil (University of Oxford)
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