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State Space and Unobserved Component Models

By: Andrew (University of Cambridge) Harvey (Author) , Amsterdam) Koopman Siem Jan (Vrije Universiteit (Author) , Neil (University of Oxford) Shephard (Author)

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Ksh 17,500.00

Format: Hardback or Cased Book

ISBN-13: 9780521835954

Publisher: Cambridge University Press

Publication Date: Jun 10th, 2004

Weight: 935 grams

Dimension: 25.40 x 17.90 x 3.00 cms

Category: Economic statistics

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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.

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