State space and unobserved component models: theory and applications
Koopman, Siem Jan
Shephard, Neil
Harvey, Andrew
47,04 €(IVA inc.)
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.
- ISBN: 978-1-107-40743-5
- Editorial: Cambridge University
- Encuadernacion: Rústica
- Páginas: 394
- Fecha Publicación: 01/09/2012
- Nº Volúmenes: 1
- Idioma: Inglés