State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin /
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,...
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| Other Authors: | , , , |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2004.
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| Subjects: | |
| Online Access: | CONNECT |
