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    3. State Space and Unobserved Component Models: Theory and Applications (Repost)

    State Space and Unobserved Component Models: Theory and Applications (Repost)

    Posted By: Specialselection
    Date: 19 Jun 2012 13:06:41
    State Space and Unobserved Component Models: Theory and Applications (Repost)

    Andrew Harvey, Siem Jan Koopman, Neil Shephard, "State Space and Unobserved Component Models: Theory and Applications"
    English | 2004-07-12 | ISBN: 052183595X | 394 pages | PDF | 4.9 mb

    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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