State Space and Unobserved Component Models
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About The Book

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 contri
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Details

ISBN 13
:
9781107407435
Publication Date
:
13-09-2012
Pages
:
398
Weight
:
641 grams
Dimensions
:
170x244x20.94 mm