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.
Produkteigenschaften
- Artikelnummer: 9780521835954
- Medium: Buch
- ISBN: 978-0-521-83595-4
- Verlag: Cambridge-Hitachi
- Erscheinungstermin: 12.07.2004
- Sprache(n): Englisch
- Auflage: Erscheinungsjahr 2004
- Produktform: Gebunden
- Gewicht: 934 g
- Seiten: 394
- Format (B x H x T): 175 x 256 x 29 mm
- Ausgabetyp: Kein, Unbekannt