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

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.

A propos du livre

Revue de presse

Review of the hardback: 'There is much in this book, and I would heartily recommend it to specialists and librarians. I know of no other comparable text.' Journal of the Royal Statistical Society

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2004
• ISBN 10: 052183595X
• ISBN 13: 9780521835954
• Reliure: Relié
• Langue: anglais
• Nombre de pages: 394
• Éditeur: Harvey Andrew, Koopman Siem Jan, Shephard Neil