State Space and Unobserved Component Models: Theory and Applications
by Andrew Harvey
2021-06-03 04:01:09
State Space and Unobserved Component Models: Theory and Applications
by Andrew Harvey
2021-06-03 04:01:09
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 ...
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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.
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