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State Space and Unobserved Component Models: Theory and Applications

State Space and Unobserved Component Models: Theory and Applications

Paperback

EconomicsGeneral Science

ISBN10: 1107407435
ISBN13: 9781107407435
Publisher: Cambridge
Published: Sep 13 2012
Pages: 398
Weight: 1.45
Height: 1.00 Width: 6.70 Depth: 9.50
Language: English
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.

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Economics