{
"item_title" : "State Space and Unobserved Component Models",
"item_author" : [" Andrew Harvey", "Siem Jan Koopman", "Neil Shephard "],
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State Space and Unobserved Component Models : Theory and Applications
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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