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Könyv State Space and Unobserved Component Models Andrew HarveySiem Jan KoopmanNeil Shephard

State Space and Unobserved Component Models

Theory and Applications

Szerző: Andrew HarveySiem Jan KoopmanNeil Shephard
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Cambridge University Press
Elérhetőség: 50 % esély
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36 691 Ft
This 2004 volume offers a broad overview of developments in the theory and applications of state spa...

Információk a könyvről

Szerző
Andrew HarveySiem Jan KoopmanNeil Shephard
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2004
oldal
394
EAN
9780521835954
ISBN
052183595X
Enbook ID
02046099
Kiadó
Cambridge University Press
Súly
935
Méretek
179 x 254 x 30

Teljes leírás

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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