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,...
Saved in:
| Other Authors: | , , , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2004.
|
| Subjects: | |
| Online Access: | CONNECT |
| Summary: | 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. |
|---|---|
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| Physical Description: | 1 online resource (xiv, 380 pages) : digital, PDF file(s). |
| ISBN: | 9780511617010 (ebook) |
