State Space and Unobserved Component Models: Theory and Applications - Brossura

Brossura

ISBN 10: 1107407435 ISBN 13: 9781107407435

Casa editrice: Cambridge University Press, 2012

Riassunto

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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Recensione

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

Descrizione del libro

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.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2012
• ISBN 10: 1107407435
• ISBN 13: 9781107407435
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 396
• Redattore: Harvey Andrew