| Title:
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STATE SPACE AND UNOBSERVED COMPONENT MODELS
THEORY AND APPLICATIONS |
| By: |
Andrew Harvey (Editor), Siem Jan Koopman (Editor), Neil Shephard (Editor) |
| Format: |
Electronic book text |
| List price:
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£85.00 |
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| ISBN 10: |
0511617011 |
| ISBN 13: |
9780511617010 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
6 January, 2010 |
| Description: |
A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004. |
| Synopsis: |
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. |
| Publication: |
UK |
| Imprint: |
Cambridge University Press (Virtual Publishing) |
| Returns: |
Non-returnable |