State Space and Unobserved Component Models: Theory and Applications Book + PRICE WATCH * Amazon pricing is not included in price watch

State Space and Unobserved Component Models: Theory and Applications Book

This volume offers a broad overview of the state-of-the-art 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. Offering a useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of this discipline.Read More

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  • Product Description

    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.

  • 052183595X
  • 9780521835954
  • 10 June 2004
  • Cambridge University Press
  • Hardcover (Book)
  • 394
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