State Space and Unobserved Component Models

Name: State Space and Unobserved Component Models
Brand: Cambridge University Press
SKU: 9781107407435
Price: 63.33 EUR
Availability: InStock

Theory and Applications

Autor: Andrew HarveySiem Jan KoopmanNeil Shephard

Jazyk:

Väzba: Brožovaná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

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63.33 €

This 2004 volume offers a broad overview of developments in the theory and applications of state spa...

Informácie o knihe

Autor

Andrew HarveySiem Jan KoopmanNeil Shephard

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2012

Stránok

398

EAN

9781107407435

ISBN

1107407435

Enbook ID

02051657

Vydavateľ

Cambridge University Press

Hmotnosť

630

Rozmery

170 x 241 x 25

Kompletný popis

This 2004 volume offers a broad overview of 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. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.

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State Space and Unobserved Component Models

Theory and Applications

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