State Space and Unobserved Component Models: Theory and Applications - Couverture rigide

Couverture rigide

ISBN 10 : 052183595X ISBN 13 : 9780521835954

Editeur : Cambridge University Press, 2004

Synopsis

A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.

A propos du livre

À propos de l'auteur

Andrew Harvey is Professor of Econometrics and Fellow of Corpus Christi College, University of Cambridge. He is the author of the Econometric Analysis of Time Series (1981), Time Series Models (1981) and Forecasting: Structural Time Series Models and the Kalman Filter (1989). Siem Jan Koopman is Professor of Econometrics at the Free University Amsterdam and Research Fellow of Tinbergen Institute, Amsterdam. He has published in international journals and is co-author of Time Series Analysis by State Space Models (with J. Durbin, 2001). Neil Shephard is Professor of Economics and Official Fellow, Nuffield College, Oxford University. He is the Editor of Econometrics Journal.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2004
• Langue: anglais
• ISBN 10: 052183595X
• ISBN 13: 9780521835954
• Reliure: Relié
• Nombre de pages: 394
• Éditeur: Harvey Andrew, Koopman Siem Jan, Shephard Neil
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France