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

 
9781107407435: State Space and Unobserved Component Models: Theory and Applications
Couverture souple
ISBN 10 : 1107407435 ISBN 13 : 9781107407435
Editeur : Cambridge University Press, 2012

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.

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Présentation de l'éditeur

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.

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2012
Langue
anglais
ISBN 10 
1107407435
ISBN 13 
9781107407435
Reliure
Broché
Nombre de pages
396
Éditeur
Harvey Andrew
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521835954: State Space and Unobserved Component Models: Theory and Applications

Edition présentée

ISBN 10 :  052183595X ISBN 13 :  9780521835954
Editeur : Cambridge University Press, 2004
Couverture rigide