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State Space and Unobserved Component Models|Andrew Harvey

State Space and Unobserved Component Models : Theory and Applications

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Overview

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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Details

  • ISBN-13: 9781107407435
  • ISBN-10: 1107407435
  • Publisher: Cambridge University Press
  • Publish Date: September 2012
  • Dimensions: 9.5 x 6.7 x 1 inches
  • Shipping Weight: 1.45 pounds
  • Page Count: 398

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