9781107407435-1107407435-State Space and Unobserved Component Models: Theory and Applications

State Space and Unobserved Component Models: Theory and Applications

ISBN-13: 9781107407435
ISBN-10: 1107407435
Edition: Reprint
Author: Andrew Harvey, Siem Jan Koopman, Neil Shephard
Publication date: 2012
Publisher: Cambridge University Press
Format: Paperback 398 pages
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Book details

ISBN-13: 9781107407435
ISBN-10: 1107407435
Edition: Reprint
Author: Andrew Harvey, Siem Jan Koopman, Neil Shephard
Publication date: 2012
Publisher: Cambridge University Press
Format: Paperback 398 pages

Summary

State Space and Unobserved Component Models: Theory and Applications (ISBN-13: 9781107407435 and ISBN-10: 1107407435), written by authors Andrew Harvey, Siem Jan Koopman, Neil Shephard, was published by Cambridge University Press in 2012. With an overall rating of 4.0 stars, it's a notable title among other Econometrics & Statistics (Economics, System Theory, Physics) books. You can easily purchase or rent State Space and Unobserved Component Models: Theory and Applications (Paperback) from BooksRun, along with many other new and used Econometrics & Statistics books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.38.

Description

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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