State Space and Unobserved Component Models: Theory and Applications

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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.

Format:Paperback

Language:English

ISBN:1107407435

ISBN13:9781107407435

Release Date:September 2012

Publisher:Cambridge University Press

Length:398 Pages

Weight:1.45 lbs.

Dimensions:1.0" x 6.7" x 9.5"

Related Subjects

Business Business & Investing Econometrics Economics Popular Economics Science Science & Math Science & Scientists Science & Technology

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State Space and Unobserved Component Models: Theory and Applications

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