2074212
9780521835954
State Space and Unobserved Component Models Theory and Applications
by Harvey, Andrew, Koopman, Siem Jan, Shephard, Neil
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- Condition: New
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- Provider Rating: 73%
- Ships From: STERLING HEIGHTS, MI
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Product details
- ISBN-13: 9780521835954
- ISBN: 052183595X
- Publication Date: 2004
- Publisher: Cambridge University Press
AUTHOR
SUMMARY
This is a comprehensive overview of the latest developments in the theory and application of state space modeling. The text offers a unique synthesis os state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, medicine and engineering.Harvey, Andrew is the author of 'State Space and Unobserved Component Models Theory and Applications', published 2004 under ISBN 9780521835954 and ISBN 052183595X.
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