State Space and Unobserved Component Models

Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They include economics finance environmental science medicine and engineering. A useful reference for all researchers and students who use state space methodology this accessible volume makes a significant contribution to the advancement of the discipline.