State Space and Unobserved Component Models: Theory and Applications. Harvey A., Koopman S.J., Shephard N.

State Space and Unobserved Component Models: Theory and Applications



Download State Space and Unobserved Component Models: Theory and Applications



State Space and Unobserved Component Models: Theory and Applications Harvey A., Koopman S.J., Shephard N. ebook pdf
Publisher: CUP
Language: English
Page: 394
ISBN: 052183595X, 9780521835954

Review of the hardback: 'There is much in this book, and I would heartily recommend it to specialists and librarians. I know of no other comparable text.' Journal of the Royal Statistical Society This volume offers a broad overview of the state-of-the-art developments in the theory and applications of state space modeling. With fourteen chapters from twenty three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. Offering a useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of this discipline.

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