State Space and Unobserved Component Models - Theory and Applications - - Paperback Bog - Cambridge University Press - 2012 - Engelsk - Booktok.dk
Brand: Cambridge University Press
Description
This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component models, important in a wide range of subjects, including economics, finance, medicine and engineering.
