State Space and Unobserved Component Models : Theory and Applications
Book Details
Format
Paperback / Softback
ISBN-10
1107407435
ISBN-13
9781107407435
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Sep 13th, 2012
Print length
398 Pages
Weight
630 grams
Dimensions
24.10 x 17.00 x 2.50 cms
Product Classification:
EconometricsEconomic statistics
Ksh 8,700.00
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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.
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