State Space and Unobserved Component Models

Author : Andrew Harvey,Siem Jan Koopman

Paperback

Published : Thursday 13 September 2012

ISBN : 9781107407435

Price : €50.30

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.

You may also like ...

State Space and Unobserved Component Mo...

by Andrew Harvey,Siem Jan Koopman

Paperback

13 Sep 2012

Econometrics and economic statistics

€50.30

Extended stock – Dispatch 5-7 days

State Space and Unobserved Component Mo...

by Andrew Harvey,Siem Jan Koopman

Hardback

10 Jun 2004

Econometrics and economic statistics

€85.41

Extended stock – Dispatch 5-7 days

Pre-Order

The Kural

by Andrew Harvey,Thomas Hitoshi Pruiksma

Paperback

20 Aug 2024

Literature: history and criticism

€18.71

Pre-Order

Radical Regeneration

by Andrew Harvey,Carolyn Baker

Paperback

05 Jan 2023

Mind, body, spirit

€29.25

Extended stock – Dispatch 5-7 days

Reviews