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

Brossura

ISBN 10: 1107407435 ISBN 13: 9781107407435

Casa editrice: Cambridge University Press, 2012

Riassunto

A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.

Su questo libro

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
• Lingua: Inglese
• ISBN 10: 1107407435
• ISBN 13: 9781107407435
• Rilegatura: Copertina flessibile
• Numero di pagine: 396
• Redattore: Harvey Andrew
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia