State Space and Unobserved Component Models Theory and Applications

Harvey, Andrew & Siem Jan Koopman & Neil Shephard

ISBN 10: 052183595X / ISBN 13: 9780521835954

Edité par Cambridge University Press, 2004

A propos de cet article

Text clean and tight; no dust jacket ; 9.76 X 6.93 X 1.18 inches; 394 pages.

N° de réf. du vendeur 223553

Détails bibliographiques

• Titre: State Space and Unobserved Component Models Theory and Applications
• Éditeur: Cambridge University Press
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 052183595X
• ISBN à 13 chiffres: 9780521835954
• Reliure: Hardcover
• État de l'article: Very Good+
• État de la jaquette: No Dust Jacket As Issued

A propos de ce titre

Synopsis

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

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.