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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 10,300.00

Format: Paperback or Softback

ISBN-13: 9781107407435

Publisher: Cambridge University Press

Publication Date: Sep 13th, 2012

Weight: 630 grams

Dimension: 24.10 x 17.00 x 2.50 cms

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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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