State Space and Unobserved Component Models

- Theory and Applications

Forfatter: info mangler
Bog
  • Denne udgave
  • Bog, hardback
  • Engelsk

Beskrivelse

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.

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Detaljer
Størrelse og vægt
  • Vægt935 g
  • Dybde3 cm
  • coffee cup img
    10 cm
    book img
    17,9 cm
    25,4 cm

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