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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.
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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