| Title:
|
STATE SPACE AND UNOBSERVED COMPONENT MODELS
THEORY AND APPLICATIONS |
| By: |
Andrew Harvey (Editor), Siem Jan Koopman (Editor), Neil Shephard (Editor) |
| Format: |
Hardback |
| List price:
|
£73.00 |
| Our price: |
£63.88 |
| Discount: |
|
| You save:
|
£9.12 |
|
|
|
|
|
| ISBN 10: |
052183595X |
| ISBN 13: |
9780521835954 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
|
| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
10 June, 2004 |
| Pages: |
394 |
| 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. |
| Illustrations: |
24 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Non-returnable |