State Space and Unobserved Component Models : Theory and Applications
Book Details
Format
Hardback or Cased Book
ISBN-10
052183595X
ISBN-13
9780521835954
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 10th, 2004
Print length
394 Pages
Weight
935 grams
Dimensions
25.40 x 17.90 x 3.00 cms
Product Classification:
Economic statistics
Ksh 13,450.00
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This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component models, important in a wide range of subjects, including economics, finance, medicine and engineering.
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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